"I want to know the facts," Corbett said.
Meanwhile, State Rep. Brendan Boyle, D-Philadelphia, announced that the House Democratic Policy Committee would hold a public hearing in Philly on Sept. 19 to address parole procedures in light of Walker's slaying.
Boyle said in a statement that state probation and parole officials are expected to testify at the hearing.
A spokeswoman for the board said its chairman, Michael C. Potteiger, would comply with Corbett's order. "He [Potteiger], of course, wants to know the facts of this case as well," Sherry Tate said in an email.
At a July 25 hearing for a probation violation, Common Pleas Judge Susan Schulman ordered that Jones, 23, be placed under house arrest with electronic monitoring for six months, and submit to weekly drug tests.
Jones was released from prison two weeks later. He was never placed under electronic monitoring, and wasn't locked up after failing a drug test Aug. 10.
The Inquirer reported this week that Jones' probation officer asked his bosses for - but didn't receive - an arrest warrant after Jones failed the drug test.
Authorities have alleged that Jones and Chancier McFarland, 19, stalked Walker, 40, and shot him during an attempted robbery in North Philly.
Jones was arrested several days after the slaying in a Southwest Philly public-housing complex. McFarland was arrested Sunday in Alabama, and charged with murder, robbery and related offenses.
Contact David Gambacorta at email@example.com or 215-854-5994. Follow him on Twitter at @dgambacorta.