State police served a grand jury subpoena for records at the Big Sandy Regional Detention Center in Paintsville on Thursday.
"Over the past several weeks, maybe months, we have received multiple complaints regarding potential criminal conduct," Kentucky State Police Det. Ben Cramer said.
The investigation involves the death of an inmate, Sherry McFadden, 43, on March 27. McFadden died at Paul B. Hall Regional Medical Center in Paintsville, Cramer said.
McFadden had been in jail since March 3, charged with criminal possession of a forged instrument, non-payment of fines and promoting contraband.
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The state medical examiner's office said autopsy results were not yet final. The Johnson County coroner could not immediately be reached.
The investigation also involves financial questions, Cramer said.
Complaints came from several sources, he said, but he couldn't be more specific because the investigation is new. He asked that anyone with complaints or information about activities at the Big Sandy jail call state police at (606) 433-7711.
Big Sandy is a regional jail for four counties. However, it also houses state inmates.