The tech and music giant is looking into allegations that its data is for sale after it refused to pay a ransom.
It's unclear what data the hackers claim to have and what arms of the business it may affect.
Ransomware group Ransomed.vc claimed in a dark web post that it had compromised "all of Sony systems".
"We won't ransom them! We will sell the data due to Sony not wanting to pay," the post said.
"Data is for sale."
The post showed a "post date" of September 28 but didn't list a price for the alleged hacked data.
It is unclear how long the post has been on the dark web.
Ransomed.vc said it offers a "secure solution for addressing data security vulnerabilities within companies".
"As penetration testers, we seek compensation for our professional services."
The alleged hacker also said in the post that its operations are conducted in "strict compliance with General Data Protection Regulation and Data Privacy Laws".
Artists contracted to Sony include Beyonce, Adele, Bob Dylan and Calvin Harris.
Sony also has its technology arm producing gaming devices like the Playstation, cameras, headphones and more.
Sony has said it can't comment further at this stage.