Italy temporarily banned the programme last month over allegations its data-gathering broke privacy laws, and France's regulator said Thursday that it had opened a formal procedure after receiving five complaints.
Spain's AEPD data protection agency also said it had opened an inquiry into the software and its US owner, saying that while it favoured AI development, "it must be compatible with personal rights and freedoms".
ChatGPT can generate essays, poems and conversations from the briefest of prompts, and has proved itself capable of passing some tough exams.
But it has been dogged by concerns that its talents could lead to widespread cheating in schools, supercharge disinformation on the web and replace human workers.
And the chatbot can only function if it is trained on vast datasets, raising concerns about where OpenAI gets its data and how that information is handled.
French regulator CNIL, regarded as Europe's most powerful, has opened a case after receiving five complaints, one of which was from an MP, Eric Bothorel.
He said the bot had invented details of his life, including his birth date and job history.
Under Europe's data protection regulation (GDPR), such systems are obliged to provide accurate personal data as much as possible.
Italy, the first regulator to bar the bot, this week issued a slew of actions OpenAI would need to take to get back into the country -- not least providing a legal basis for its data gathering.
Europe's central regulator, the EDPB, said its members chose to take action after monitoring Italy's approach.
"The EDPB decided to launch a dedicated task force to foster cooperation and to exchange information on possible enforcement actions conducted by data protection authorities," the body said.
After Italy's order to halt ChatGPT, OpenAI told AFP that it was "committed to protecting people's privacy" and believed its tool complied with the law.
The firm said it had voluntarily geo-blocked its services in Italy.
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