The defective Takata airbags can rupture with too much force, shooting metal shrapnel at vehicle occupants. The airbags have been linked to eight deaths worldwide and more than 100 injuries.
Volkswagen said it is cooperating with the investigation.
"Volkswagen considers the safety and satisfaction of its consumers and passengers a top priority," the company said in a statement. "VW learned of a single incident involving a Takata airbag in June and brought it to the attention of NHTSA. VW is working with the agency and Takata to investigate and understand the situation."
Volkswagen spokesman Mark Gillies told Edmunds late Monday that he did not know how many Volkswagen vehicles are fitted with Takata airbags.
The incident involving the 2015 Tiguan happened on June 7 after the driver hit a deer. Gillies said the driver did not seek medical attention.
A Takata spokesman did not respond immediately to a query from Edmunds asking for comment about the investigation.
Volkswagen and Takata must respond to NHTSA by August 24 and disclose whether any other Volkswagen vehicles have experienced airbag ruptures.
The 2015 Tiguan has not been recalled at this point.
Edmunds says: Volkswagen owners will have to wait for NHTSA to finish its investigation. In the meantime, if you have any concerns about your vehicle, it's best to contact your dealer.