“This is an ongoing investigation, and the commission cannot provide any further details at this time.
“We are not confirming or denying the identity of any individuals involved in this investigation.”
On the Tory campaign battle bus in London, Mr Gove told broadcasters: “Obviously, it doesn’t look great. And, obviously, the conclusions lots of people are drawing are not at all great.
“But I don’t know all the facts at the moment. I’d be loath to condemn without there being an investigation that’s been concluded.”
Mr Sunak’s parliamentary aide Mr Williams, who is standing in Montgomeryshire and Glyndwr, is also under investigation over a bet.
Mr Gove said: “The Gambling Commission are looking at Craig and also looking at Laura, and we’ll see what the conclusions are.”
The BBC reported that the gambling regulator was also looking into Mr Lee.
Labour and the Liberal Democrats called for the Tories to suspend both Ms Saunders and Mr Williams.
Sir Keir Starmer said: “If it was one of my candidates, they’d be gone and their feet would not have touched the floor.”
On Wednesday the Metropolitan Police said they were informed by the Gambling Commission that a police constable from the force’s Royalty and Specialist Protection Command was being investigated over the alleged bets.
The police officer, who has been removed from operational duties, was bailed pending further inquiries after they were taken into custody on Monday on suspicion of misconduct in a public office.
The matter has been referred to the Independent Office for Police Conduct (IOPC), which said it will “make a decision on the level of IOPC involvement in due course”.
The revelations about Mr Williams emerged last week, and he admitted it was a “huge error of judgment” to have a “flutter” on the election.
Labour’s campaign co-ordinator Pat McFadden has written to the Prime Minister calling for the candidates’ suspension and questioning “how wide this scandal goes”.
He said that given the police officer had been removed from their duties, “surely you can understand that – yet again – this looks as though there is one rule for members of the Tory party, and another rule for everyone else”.
“If you can see how wrong that is, will you now at the very least remove your support for Mr Williams and Ms Saunders as Conservative election candidates?
“The other major question to be addressed is how wide this scandal goes.
“If some of your most senior colleagues felt they had carte blanche to misuse the inside information they had on the election in order to make a profit, we must ask how many others had advance access to the same information, and placed bets either by themselves, or through their friends and family?”
Liberal Democrat deputy leader Daisy Cooper said: “It would be an utter disgrace if Conservative politicians were shown to be more focused on turning a quick buck rather than the needs of the country.”