The Independent Office for Police Conduct (IOPC) said it had launched an inquiry into the force’s contact with Ms Bulley 17 days before she was last seen alive.
An IOPC spokesperson said on Wednesday: “Following a referral by Lancashire Constabulary on Thursday (February 16) we have started an independent investigation regarding contact the force had with Nicola Bulley on 10 January 2023.
“We were notified by the force that an officer attended the family home on that date as part of a welfare check.
“Our thoughts are with Ms Bulley’s family and friends and all of those affected by her death. Our investigation is in its very early stages.”
Lancashire constabulary referred itself to the IOPC last week after confirming that its officers had attended Bulley’s home address due to a “concern for welfare” on 10 January.
Later Lancashire's Police and Crime Commissioner Andrew Snowden said he had asked the College of Policing to carry out a "full, independent review" into his force’s handling of the Nicola Bulley case.
In a statement on Wednesday, Mr Snowden said: "The public understandably feel that there remain questions about the handling of elements of the police investigation, how it was communicated and the decision to release personal information which need to be answered and explained.
"In my role as commissioner, as the public's voice in policing in Lancashire, I also need to put in place the appropriate scrutiny to seek the right assurances and to ensure I am effectively holding the Constabulary to account.
"I have therefore taken the decision to commission a full independent review into the handling of this case, with clearly defined terms of reference, to ensure lessons can be learned, not just for Lancashire, but for all forces.
"This includes how such cases can be best investigated and communicated under such spotlight and scrutiny."
He added: “Given the amount of misinformation on social media, poorly-informed opinions given national airtime, the attacks on senior leaders' personal appearance and family lives, along with the intrusion into the privacy of Nicola's family, it is important that a professional, thorough and informed review is undertaken by a national independent body, with the right skills and resources, understanding of the current standards and access to the investigation information.
"I am sure there will be lessons to be learned for Lancashire Constabulary, the broader policing sector and others from this case, as there are from most major investigations, and I will keep the public informed of the findings in due course."
Earlier, at the opening of an inquest into Ms Bulley’s death, it was heard how her body was identified by her dental records.
Preston Coroner’s Court was told police asked maxillofacial surgeon Andrew Ian Edwards to examine the 45-year-old’s dental records, which had been obtained by police from her dental surgery.
Speaking at the opening of the inquest into the mother-of-two’s death, senior coroner Dr James Adeley said: “He examined the body that was located in the River Wyre near Rawcliffe Road in St Michael’s on Wyre at 2.15pm on February 20.”
Dr Adeley said the surgeon found restorative work carried out was identical.
He added: “I am satisfied on the balance of probabilities, and more, that positive identification has been made.”
Ms Bulley’s body was pulled from the River Wyre in Lancashire on Sunday, more than three weeks after she last seen on January 27.
She had been walking her dog in St Michael’s on Wyre after dropping her daughters, aged six and nine, at school.
In a press conference on Monday, Lancashire Police described the investigation into her disappearance as “hugely complex and highly emotional”.
However, it did not address the widespread criticism it had received for releasing some aspects of Ms Bulley’s private life into the public domain.
Police also did not disclose why it took 23 days to find her body in the river.
Ms Bulley’s family said in a statement on Monday that they can let her “rest now” following the discovery of her remains.