"I have concerns about the takedown," Commissioner William Bratton said of the mistaken arrest.
Mr Blake has alleged that the officers used improper force when they slammed him to the ground on Wednesday.
The police say an eye witness had identified him as a suspect in a fraudulent mobile phone racket.
Commissioner Bratton said on Thursday police were investigating whether the officers used excessive force and that he would like to speak to Mr Blake.
The officer who tackled him had been put on desk duty amid the inquiry, Commissioner Bratton said.
Mr Blake told the New York Daily News that he was detained and held for 15 minutes as he waited for a car to take him to the US Open.
Once it was determined that police had the wrong man, Mr Blake was released.
Commissioner Bratton had said that the arrest was not racially motivated. Mr Blake is mixed race; the officers are white.
"If you take a look at the photograph of the suspect, it looks like the twin brother of Mr Blake," the police commissioner told CNN. And a witness identified Mr Blake as the suspect.
Mr Blake, 35, said he suffered a cut on his arm and bruises on his legs, and wants an apology. He said the officers did not speak to him before they pushed him to the ground.
"You'd think they could say: 'Hey, we want to talk to you. We are looking into something',"  Mr Blake told the NY Daily News.
Once the fourth-ranked player in the world, Mr Blake was set to make an appearance at the US Open for the Time-Warner Cable company.
He retired following his US Open exit in 2013 after winning 10 singles titles in a career in which he also became the number one US player.
Police said a "co-operating witness" mistakenly identified Mr Blake as being involved in "a ring dealing in fraudulently purchased cell phones".
The department has recently been involved in a number of high-profile cases involving accusations of police brutality.
In the most prominent case, a man selling illegal cigarettes died in July 2014 after being subdued by several police officers. Eric Garner's violent arrest was filmed by a bystander.
A decision not to criminally charge the officers led to widespread protests across the city.
The New York Police Commissioner has apologised to James Blake after a group of plain-clothed officers tackled and detained the former top tennis player.