Madrid's provincial prosecutor confirmed in a statement it had presented tax charges against three soccer players and said it was investigating two others, after acting on information from Spain's tax authorities.
It did not name the players involved or detail the exact charges it was pursuing.
It will now be up to a court to investigate the cases and decide whether to bring the charges against the players or not.
The two players being investigated were one-time Atletico Madrid player Radamel Falcao - now at Monaco - and Fabio Coentrao, a left back at Real Madrid, the prosecution source said.
Gestifute, a Lisbon-based agency which represents Di Maria, Carvalho, Falcao and Coentrao, did not respond to several requests for comment.
Inaki Ibanez, an agent for midfielder Alonso, now at Bayern Munich, did not respond either.
Alonso, who left Real Madrid in 2014, denied any wrongdoing last year when Spanish newspaper El Mundo first reported he was being investigated by authorities, saying he had always met his tax obligations.
Di Maria now plays for France's Paris St Germain. Carvalho, part of the Portuguese squad that won the Euro 2016 championship, was released by Monaco in August.
The treasury ministry, which oversees the tax department, declined to comment.
(Reporting by Sarah White, additional reporting by Andrei Khalip in Lisbon; editing by John Stonestreet)
