A bench of Chief Justice DN Patel and Justice Jasmeet Singh issued notice to the CCI, which had ordered the probe and sought its response by May 21, the next date of hearing.
The court had said it saw no merit in the petitions of Facebook and WhatsApp to interdict the investigation directed by the CCI.
The CCI had contended before the single judge that it was not examining the alleged violation of individuals' privacy, which was being looked into by the Supreme Court.
"There is no question of jurisdictional error," it had contended saying that WhatsApp and Facebook's pleas challenging its decision were "incompetent and misconceived".
CCI had also told the court that only after the investigation can it be determined whether the data collection by WhatsApp and sharing it with Facebook would amount to an anti-competitive practice or abuse of dominant position.
It had also contended that the data collected, which would include an individual's location, the kind of device used, their internet service provider and whom they are conversing with, would lead to creation of a customer profile and preference which would be monetised by way of targeted advertising and all this amounts to "stalking".
They had also said that CCI's decision was an abuse of the commission's suo motu jurisdiction.
They had claimed that the CCI in the instant case had "drifted far away" from the competition aspect and was looking into privacy issues which were already being looked into by the apex court and the Delhi High Court.