Lazio says he's concerned that not enough is known about the funding of the project. He says that Cuomo, as attorney general, has the authority to investigate the project because Cuomo's office has jurisdiction over nonprofit organizations in New York.
Cuomo has said he supports the mosque's construction.
Lazio refused to say whether he opposes the construction of any mosque so close to the Sept. 11 terror attack site.
He said he was concerned specifically about the lack of information about the project's funding.
A message left with Cuomo's office was not immediately returned Wednesday.