Three years ago, French presidential candidate Marine Le Pen was warned that her National Front party would be at financial risk unless its lawmakers could squeeze more funding from the European Parliament.

“In the years to come…we will get by only if we accumulate savings thanks to the European Parliament and get additional transfers,” party treasurer Wallerand de Saint-Just wrote in an email in June 2014.

The email is part of information gathered by European Union and French authorities that is said to reveal the unwitting role the Parliament may have played in funding the rise of politicians who aim to dismantle the 28-country alliance it serves, such as Ms. Le Pen, who is projected to advance past the first round of voting in the French election on April 23 but fall short of victory in the May 7 runoff.

Over the past decade, the Parliament has provided a platform to the National Front, the UK Independence Party and other anti-EU groups that have struggled to win representation at home. By winning seats in Parliament, these parties gain access to EU money that is in part earmarked for parliamentary assistants but, EU and French investigators suspect, is redirected to domestic political activities.

According to a confidential 2016 report prepared by OLAF, the EU antifraud office, and reviewed by The Wall Street Journal, the National Front has used European Parliament funding to cut hefty checks to senior party officials and confidants of Ms. Le Pen.

In its report, OLAF said that in at least two cases, the actions of Ms. Le Pen and some of her aides could under French law amount to fraud.

OLAF referred its findings to French prosecutors who, a judicial official said Friday, recently requested that the European Parliament lift Ms. Le Pen’s immunity. The Parliament is unlikely to lift Ms. Le Pen’s immunity before voting begins, because it typically takes months for it to reach a decision in such cases.

Marcel Ceccaldi, a lawyer for Ms. Le Pen, called the OLAF report a “tissue of lies.” Ms. Le Pen didn’t respond to a request to comment. A second probe of the National Front’s payments to assistants is expected to be completed soon. in the coming weeks.

When Ms. Le Pen was challenged during an April 4 presidential debate about her use of both parliamentary funds and immunity, she struck a defiant tone. “Our assistants work against Europe, and I’m glad,” she said.

National Front holds 22 of the 74 seats allotted to France in the European Parliament, but only two of the 577 seats in the French National Assembly. As head of a group of European nationalist parties in the European Parliament, Ms. Le Pen gets a prominent speaking spot during key debates.

That has given her the kind of “legitimacy that her father never had,” said Jérôme Lavrilleux, a French EU lawmaker.

EU lawmakers are permitted to spend over €20,000 ($21,000) a month to pay local and parliamentary assistants in addition to their own salaries and expenses.

Last year, the European Parliament sought to recover €173,000 from Alliance for Direct Democracy in Europe, a party closely aligned with UKIP. The Parliament said ADDE had misused the funds to help former UKIP leader Nigel Farage in his failed 2015 bid to win a U.K. parliamentary seat. It also suspended a grant of several hundred thousand euros to ADDE. ADDE has challenged the ruling in EU courts, saying the money was legally spent on voter research.

In recent months, the European Parliament has tightened the rules for funding its members. The Parliament has also started docking the salaries of several National Front lawmakers, including Ms. Le Pen and her father, to recoup around €1 million in funds it says were misspent on assistants. The National Front lawmakers deny any misuse and are challenging the decisions in court. The OLAF report details how Le Pen aides juggled their political activities, allegedly drawing hefty salaries at the European Parliament without spending much time working on EU business there.

In 2009, Ms. Le Pen employed Thierry Légier for three months as a parliamentary assistant, the report said. During that period, he continued working as her father’s bodyguard, according to Mr. Légier’s 2012 autobiography.

In 2011, Ms. Le Pen gave him a new contract that ran from October to December at a monthly rate of €7,237 after taxes, according to the report. The average salary in France was €2,130 a month in 2011, and most European Parliament assistants are paid much less.

In a written response to OLAF, Ms. Le Pen said the 2011 contract was arranged with parliamentary authorities to settle money owed to National Front associates. Parliamentary officials denied any such arrangement, the report said.

Mr. Légier said he has been questioned by police but not charged, declining to comment further.

In 2010, Ms. Le Pen hired her former sister-in-law Catherine Griset for an assistant post that under the European Parliament’s rules must be based out of one of its seats in Brussels and Strasbourg.

Investigators found Ms. Griset had no permanent address, local number or car in those areas. Ms. Griset told investigators she stayed rent-free at the house of another former Ms. Le Pen assistant near Brussels, according to the report.

Between 2010 and 2015, she received €294,592 in salaries and expenses, OLAF notes, despite appearing for a total of around 12 hours in the Brussels Parliament from September 2014 to August 2015. Ms. Griset said she used Ms. Le Pen’s badge for access, a version of events OLAF deemed “highly unlikely.”

Prosecutors have filed preliminary charges of breach of trust and receiving misappropriated funds against Ms. Griset, who didn’t respond to requests to comment.

Louis Aliot, Ms. Le Pen’s partner, was employed as her part-time assistant for nearly three years. He drew monthly pay of €5,007.

During that time, Mr. Aliot continued to rise through party ranks, becoming Ms. Le Pen’s 2012 campaign manager and a regional assemblyman in France. In 2014, he became an EU lawmaker.

Mr. Aliot didn’t respond to requests to comment.