The new file includes claims a member of the British military was involved in the pair's death in Paris, France in 1997.
The information emerged during the second court martial of Sergeant Danny Nightingale, who was found guilty of illegally possessing a gun and ammunition. It is claimed Nightingale's former colleague, known only as Soldier N, boasted that the Sas "was behind Princess Diana's death".
Royal Military Police officers have now passed the information to the Metropolitan Police. They will assess the new claims but insist Operation Paget, the 2008 inquiry into the British royal's death, has not been reopened.
A spokesperson says, "The Metropolitan Police Service is scoping information that has recently been received in relation to the deaths and assessing its relevance and credibility.
"The assessment will be carried out by officers from the specialist crime and operations command. This is not a re-investigation and does not come under Operation Paget."
The princess and Fayed were killed in car crash in a tunnel in Paris, along with their chauffeur Henri Paul.