A Minneapolis police department spokesperson said over the weekend the investigation was "active" but Liu hadn't been charged.
One of China's richest businessmen, Liu Qiangdong, has returned home after his arrest for alleged sexual misconduct in the U.S. over the weekend, with the foreign ministry here saying on Monday it is "closely following" the matter.
Mr. Liu, 45, was taken into custody by Minneapolis police on Friday and released the next day.
JD.com is China's second-largest e-commerce company after Alibaba.
JD.com said in a statement on Sunday on social media that Liu was falsely accused while in the US on a business trip, but police investigators found no misconduct and that he would continue his journey as planned.
Richard Liu, CEO and founder of China's e-commerce company JD.com, speaks before ringing the opening bell at the NASDAQ Market Site building at Times Square in NY, U.S. May 22, 2014.
But the case is likely to put pressure on Liu, who has a reputation for a luxurious lifestyle but insists on a "clean" company, cracking down on counterfeit goods and corruption.
Liu built JD.com from scratch. He declined to say where in the city Liu was arrested or what he was accused of doing.
China's foreign ministry said Monday the Chinese Consulate in Chicago is looking into the circumstances surrounding Liu's arrest. The #MeToo movement that has highlighted sexual misconduct has derailed the careers of well known entertainers, corporate executives and politicians in the United States and other countries, and has begun to find traction in China too. He is also known for his marriage to Chinese internet celebrity Zhang Zetian.
Major investors include Walmart, which owns a 10% stake, and Chinese tech giant Tencent, which holds 18%, according JD's latest annual report.
Zhang, described by Chinese media as 24, shot to fame while a student in 2009 when a photo of her holding a cup of milk tea went viral, giving her the nickname "sister milk tea". An Australian court found one of Liu's penthouse guests guilty of rape in an incident from 2015.
Longwei Xu, a property developer, was later convicted of the crime.