The allegations were broadcast on Sunday on CBS 60 minutes.
"WADA will probe these new allegations immediately,” WADA President Craig Reedie said in a statement.
“The claims made in the program offer real cause for concern, as they contain new allegations regarding attempts to subvert the anti-doping process at the Sochi Games.”
Russian athletes were banned from international competition last year after a WADA commission report revealed widespread doping and corruption in the sport.
They will not be allowed to compete in this year's Olympic Games in Rio de Janeiro unless the suspension is lifted by the IAAF, the ruling body of world athletics.
The WADA announcement on Tuesday followed a string of interviews, including one to Reuters, given by whistleblower Vitaly Stepanov.
He said he tapped conversations of the former head of Russia's drug-testing laboratory saying that at least four Russian gold medal winners at the 2014 Olympics were using steroids.
Stepanov and his wife Yuliya, a Russian international runner who was once banned for doping, were the whistleblowers who provided key evidence which led to the establishment of a WADA independent commission.
That uncovered widespread doping in Russia and led to the country being banned from all athletics competition.
The Russian Sports Ministry said it was concerned about the allegations.
“The government has to fight against doping and we are doing everything to do that," R-Sport news agency quoted Natalia Zhelanova, anti-doping adviser to Russian Sports Minister Vitaly Mutko, as saying.
"We are not saying there is no doping in Russia, it is a global problem," she added.
"We are co-operating with all the related anti-doping agencies. If we had something to hide, we wouldn’t do that. If WADA asks us for some information, we will give it to them," Zhelanova said.
"I want to emphasise one more time, Russia has nothing to hide."
A spokesman for the Russian Olympic Committee declined to comment.
During the 60 Minutes interview it was also suggested that the Russian Federal Security Service (FSB) had interfered with the Games anti-doping programme.
WADA said it had not yet been able to independently verify these allegations, but will conduct further inquiries into the them.
(Writing by Steve Keating, additional reporting Jack Stubbs. Editing by Ed Osmond)
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