U.S. Rep. Bennie Thompson also said he knew of the investigation.
The Mississippi Democrat requested earlier this month that the Department of Homeland Security look into allegations of lax security at the airport, including tip-offs of unannounced tests designed to improve security.
The claims were made by current and former TSA employees at Jackson-Evers in a Clarion-Ledger report earlier this month.
At the time, TSA officials declared support for Jackson-Evers' Federal Security Director Larry Rowlett.
But Bill Gilliam, a TSA screener at the airport from 2002-04, told the Clarion-Ledger an investigation has started. He said he was interviewed for about two hours by investigators last week.
"I told them that I had other things I would be willing to talk about (that) I believe to be wrong and unethical," he said. "I just would like to see security be taken a lot more seriously, and I would like to see the screeners be able to have an environment where they would work without being in fear every day."
Thompson is the ranking Democrat on the House Homeland Security Committee. He said he knew investigators had been asking questions in Jackson.
"We just want to get as much clarity on whether or not any of these things occurred," he said. "The traveling public is what we're concerned about."
Gilliam said screeners are warned when undercover inspections are imminent. As an example, he cited a 2004 inspection where an agent tried to sneak a shoe with plastic explosives in the sole through security.
"When those shoes were set down on the conveyer belt to be X-rayed, we had been so thoroughly briefed ... we knew immediately it was what we were looking for," he said.