Dani Mathers -- Criminal Investigation Launched Into Naked Gym Photo

Dani Mathers is now in the crosshairs of cops, because TMZ has learned there's now a criminal investigation over the pic she took in a gym locker room.

We found out the brass over at LA Fitness went to cops Friday and filed the report, accusing the former Playboy Playmate of egregiously violating a member's right of privacy by taking a pic of her while naked in the shower, and then humiliating her by posting the pic with a disgusting caption.

We're told the police investigation is based on a criminal law prohibiting the dissemination of private images.

The woman in the pic has not come forward ... the report lists "Jane Doe" as the victim.

Dani has already been punished ... we've learned Playboy has suspended her from all Playmate activities including her show on Playboy Radio.

On the criminal front Dani could get a big break ... if the victim never comes forward the case might well be dropped.