Spanish Prime Minister Pedro Sanchez is weighing up resigning from the office after it was revealed his wife Begona Gomez was being investigated for corruption.

"I need to stop and think" in order to decide "whether I should continue to head the government or whether I should give up this honour," he wrote in a letter posted on X Wednesday, adding he would announce his decision on Monday and suspend his schedule until then.

A Madrid court said earlier the same day that it had "opened an investigation into Begona Gomez for the alleged offence of influence peddling and corruption" in response to a complaint by Manos Limpias (Clean Hands), an anti-corruption pressure group whose leader is linked to the far-right.

The brief court statement came several hours after online news site El Confidencial said investigators were probing Gomez's ties to several private companies that received government funding or won public contracts.

The site said the probe was linked to the alleged ties which Gomez – who does not hold public office and maintains a low profile – had with Spanish tourism group Globalia, which owns Air Europa.

It said she had twice met with Javier Hidalgo, Globalia's CEO at the time, when the carrier was in talks with the government to secure a huge bailout after it was badly hit by the plunge in air traffic due to the COVID-19 crisis.

Socialist premier Sanchez said in his letter that the complaint was based on "non-existent" facts and was part of a campaign of "harassment" against his wife led by "ultraconservative" media and supported by the conservative and far-right opposition.

"I am not naive. I am aware that they are bringing charges against Begona, not because she's done anything illegal, because they know full well that's not true, but because she's my wife," he added.