The video was posted two days after Bolsonaro supporters on January 8 stormed the Planalto presidential palace, Supreme Court and National Congress in the capital.
Although the video was posted afterward, the PGR said it was evidence that justified "a global investigation of the acts performed before and after January 8, 2023 by the defendant." Bolsonaro later deleted the video on January 11.
The PGR called on Facebook parent company Meta to preserve the election claim video posted by Bolsonaro.
Brazil's Lula vows justice for capital attack
Bolsonaro distances himself from insurrection
Bolsonaro has said he is not responsible for the riots in Brasilia. The former president is currently in the southern US state of Florida.
Lula, however, blamed the insurrection on Bolsonaro and his "fanatic" supporters.
Prior to the presidential election last year, Bolsonaro suggested he would not accept the results if he lost. This sparked fears in the international community and domestically that Bolsonaro, an ex-military captain, would attempt a coup if Lula won.
Brazil previously witnessed an authoritarian military dictatorship from 1964 to 1985.