A spokeswoman for District Attorney Seth Williams confirmed in an e-mailed statement Tuesday that a grand jury probe of the April 9 fire is under way.
Grand jury investigations are done in secret, so the spokeswoman said officials legally cannot comment further.
Sixty-year-old Lt. Robert Neary and 25-year-old firefighter Daniel Sweeney were killed when a wall collapsed as they were battling the five-alarm blaze in the city's Kensington section.
The cause of the fire has not been determined. The vacant warehouse's owner had been repeatedly cited for code violations.