Croatia's anti-corruption bureau has opened an investigation into the ruling conservative HDZ party over illegal financing, HDZ leader and Prime Minister Jadranka Kosor said Thursday.

"The HDZ received information that an order had been released to conduct a probe into the party" over illegal financing, Kosor told journalists. The announcement comes barely a month before parliamentary elections.

"This is an extremely hard moment in the life our party. One of the most difficult," she said but pledged HDZ's "full support to continue a decisive fight against crime and corruption."

Kosor did not elaborate on the details of the probe just adding that her predecessor Ivo Sanader, who will go on trial for corruption Friday, was among them.

"My name is not mentioned," she added.

Leading Croatian dailies on Thursday reported that the national anti-graft bureau USKOK opend a probe against HDZ and a few of its top former officials over slush funds.

According to media reports at least 30 million kunas (four million euros, 5 million dollars), coming from various donations or pumped out from state-run companies, were paid to a number of HDZ officials and the party's employees.

The slush funds were used notably during electoral campaigns -- for 2003 and 2007 parliamentary elections and 2005 presidential elections in which Kosor was HDZ failed candidate.

The HDZ has been ruling Croatia since its independence from the former Yugoslavia in 1991, apart from the 2001-2003 period when a centre-left coalition took over.

Croatia stepped up its fight against corruption, one of key criteria for Croatia's bid to join the European Union, since Kosor took over from Sanader in mid-2009. Zagreb is due to become the EU's 28th member in mid-2013.