Officers are warning people to be vigilant following a report of a scam letter claiming to be the People's Postcode Lottery.
A man in the Redcar area received the letter by post on October 4 stating he had won £350,000, even though he had not entered into the postcode lottery.
Customer services at the People's Postcode Lottery have been contacted who have confirmed that the letter is not genuine.
Anyone with information or anyone who thinks that they may have been a victim of the scam is asked to contact Action Fraud.
Rachel Ruxton, Head of Communications at People’s Postcode Lottery said: "People's Postcode Lottery is aware that sometimes illegitimate individuals and organisations will attempt to use our lottery's brand to gain access to information or details supplied by unsuspecting members of the public.
"People's Postcode Lottery takes such matters very seriously.
"If you receive one of these letters, phone calls, SMS messages or emails, then we strongly advise the public to treat these communications as scams and they should be ignored.
"Legitimate lotteries, such as People's Postcode Lottery, will not under any circumstances request a payment in order to receive your 'winnings'.
"If you are at all suspicious, then contact our customer service team on 0808 1098 765.
"Thankfully incidences where the public is affected by an illegal lottery using the People's Postcode Lottery brand are rare, but we would encourage anyone who has encountered a scam to report it to the national fraud reporting centrewww.actionfraud.police.uk"