The Dallas Morning News said investigators and Kennedy relatives suspect the note was taken from Robert and Ethel Kennedy’s McLean, Virginia, home.
The note has changed hands several times and has sold for as much as $25,000 (about €17,100).
It made its way to a Dallas auction house in 2006 when it was consigned by an attorney from Massachusetts.
A Kennedy relative told the FBI that his family had never given nor sold the note. The FBI used a search warrant to seize it on August 27 from Heritage Auction Galleries.