The query was made under the EU's law known as the Digital Services Act (DSA) that forces platforms to do more to protect consumers and increase transparency.
The commission said it wanted "more information on the measures the platform has taken to comply with the DSA obligations related to the transparency of recommender systems".
Recommender algorithms are used by platforms to push more personalised content. Under the DSA, platforms must mitigate risks arising from such systems.
The DSA also stipulates that the world's largest digital companies must establish an advertisement library that shows information about the adverts that run on their platforms.
The commission said it wanted to know more about "the design, development, deployment, testing and maintenance of the online interface of Amazon Store's Ad Library".
Amazon must fulfil the request by July 26.
The latest demand is a first step in a possible compliance procedure, but does not itself suggest the law has been broken, nor is it a move towards punishment.
Amazon said it was "reviewing" the request and "working closely" with the commission.
"Amazon shares the goal of the European Commission to create a safe, predictable and trusted shopping environment," an Amazon spokesperson said.
"We invest significantly in protecting our store from bad actors, illegal content, and in creating a trustworthy shopping experience."
raz/ec/spb
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