The allegations concerning the St Pius X Institute, known as a pre-seminary, were made in a recent book and in Italian television reports.
The pre-seminary is a residence inside the Vatican for altar boys who serve at masses in St Peter's Basilica mostly presided over by priests, bishops and cardinals. At times they also participate in papal liturgies.
The boys go to Italian schools while they live in the Vatican, a sovereign city-state surrounded by Rome.
The reports said that despite complaints to superiors against the teenager, he was accepted into what is known as a major seminary when he became an adult. He was later ordained a priest and is now serving in a parish in northern Italy, they said.
The statement on Saturday said an initial investigation in 2013 had resulted in "no adequate confirmation".
A new investigation had been opened following the latest reports to try to shed "full light on what really happened", it added.