The European Union has opened a new investigation into Elon Musk’s X over the platform’s recent proliferation of sexualized deepfakes of women and children. The European Commission said it will determine whether the social media company properly assessed and mitigated risks before integrating the artificial intelligence chatbot Grok into its app.

European Union regulators on Monday announced an investigation of Elon Musk’s social media platform X after the authorities said that it had failed to stop the spread of sexualized images generated by...