Huda Kemal died of a heart attack during a visit on May 13 to the Rabita Mosque, one of Oslo's largest muslim centres with 2,400 members.
She was given first aid on the spot, but was pronounced dead once she arrived at a nearby hospital.
Basim Ghozlan, who sits on the mosque's board told TV2 that investigators had contacted one of his colleagues this week following a tip off.
"They contacted someone else in the mosque here this week," he told TV2. "There were rumors that someone wanted to drive the spirit out of her. But the mosque has a clear policy that such things will not happen, either on behalf of the mosque or the mosque's premises."
Grete Lien Metli of the Oslo police confirmed that police were investigating the exorcism claims.
"We have received some information and this has been followed up," she said. "We will decide on the basis of the information we have now whether to pursue the investigation further."
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Ghozlan said that it was not unusual for the mosque's members to request exorcisms.
"I often get calls from people who want someone to drive spirits out and ask if I can give them the number of our imam," he said. "I tell them them that we do not do things like that and I ask them to contact the local health care authorities."