Canadian teen idol Justin Bieber, currently on a Brazil concert tour, is under police investigation in Rio for alleged unauthorised wall tagging.

A police statement sent to AFP on Wednesday said a probe had been launched to determine whether the 19-year-old pop star had received permission from City Hall to tag the wall of a disused hotel in Rio’s tourist southern zone, as claimed by his entourage.

Late on Tuesday, protected by his security detail, Bieber tagged “Respect privacy” and “I am off” as well as several drawings on the hotel wall, while nearby Brazilian police officers did not stop him.

The daily O Dia reported that Bieber’s bodyguards threatened paparazzi who photographed the scene and that one of their cars was hit by a stone.

Since his arrival on Friday after a stop in Sao Paulo, Bieber, who gave a concert on Sunday, has grabbed media attention with a series of peccadilloes.

He was photographed emerging under a blanket from a notorious Rio brothel and later vainly tried to bring prostitutes into the posh Copacabana Palace.

Furious that he was not able to do so, the teen sensation reportedly went on a rampage in his suite, breaking various objects valued at nearly $US6,000 ($A6,336) in total.

Bieber and his entourage were subsequently kicked out of the hotel, local press reports said.

Bieber, who is on the Brazilian leg of his world tour to promote his Believe album, was due to leave Rio for Paraguay late on Wednesday.