A ministry of information and culture official said stations Saba, which means dawn, and Setara, which means star -- were guilty of broadcasting songs, in which "there was lots of nudity".
"The committee determined that it was against all norms... so the stations were referred to the attorney general's office for investigation," ministry advisor Jalal Noorani told AFP.
He was referring to a government-led committee that oversees the dozens of private TV stations and other media that have sprung up after the 2001 fall of the Taliban, which had banned televisions and photos of all living things as un-Islamic.
Abdul Muquim Abdulrahimzai, the broadcast director of Saba TV, denied the allegations.
"We have not broadcast anything that is against Afghan culture or Islamic values," he told AFP.
Instead he accused the government-led media violation committee of acting against freedom in the media, but said so far no one from the attorney general's office had contacted the station for investigation.
Setara was not immediately reachable for comment. Afghanistan's media sector has boomed in the last decade, largely with financial support from the West, but the industries, especially television stations, have been under mounting pressure from conservative Islamic circles.
In July, Human Rights Watch (HRW) warned that hard-won media freedoms are under serious threat from a draft law that is seen as a concession to Muslim conservatives ahead of NATO's exit in 2014.
The US-based group called on the Afghan government to withdraw the bill, which has been circulated for comment before going to parliament, saying that it would limit free speech restored after the 2001 US-led invasion brought down the Taliban.
HRW said provisions in the bill undermine free expression and increase government control. The information and culture ministry drew up the draft. At the time, it said "good opinions" would be taken into consideration before the bill was finalised.