Archbishop of Westminster Vincent Nichols wrote to the Holy See in the light of "deeply shocking" allegations and in recognition of the "deep distress" suffered by any abuse victims, a spokesman for the archbishop said.
Allegations that Savile, a cigar-chomping former DJ who was one of the BBC's top presenters, sexually abused young girls for decades has thrown the publicly-funded BBC into disarray.
On Thursday, police said some 300 victims had come forward and that they were preparing to make arrests.
Savile, a Catholic active in charitable works, died last year aged 84.
"The archbishop has written to the competent office of the Holy See with a request to investigate if anything can be done about Savile's papal knighthood," the spokesman said, adding that the letter was sent last week.
"While we have to await the outcome of the police investigation, the allegations are deeply shocking," the spokesman said.
The papal knighthood is one of the highest honours bestowed by the pope and is reserved for lay people and the military. It was instituted in 1831 by Pope Gregory XVI.
British newspaper The Daily Telegraph, which first reported on the letter, said Savile had been made a knight by the late Pope John Paul II in 1990 for his charity work.
It was unclear if the honour could be withdrawn posthumously.
The spokesman, speaking on condition of anonymity in line with church policy, said that "while it's clear that the honour dies with the person," Nichols had acted "in recognition of the deep distress of those who have suffered abuse and the disquiet at Mr Savile's name remaining on the papal list".
The Catholic Church has been rocked by child abuse scandals in Europe and the United States in recent years, forcing it to pay hundreds of millions of dollars in compensation worldwide.
The scandals have damaged its status as a moral arbiter.
The allegations against Savile first emerged in an expose on the rival British TV channel ITV.
The head of the BBC's governing body called the allegations a "tsunami of filth", and police said Savile was "undoubtedly" one of Britain's most prolific sex offenders ever.
BBC Director General George Entwistle has said the broadcaster has been damaged by the scandal.
In a programme broadcast on Ulster Television (UTV) in 2006, the former star also boasted about how the Press would never find any dirt on him.
He said: “There isn’t any. I’m very boring. Any tabloid journalist will tell you two things — one, I’m very boring, two, I don’t do drugs, I don’t do under-age sex or any of them things that you read in the papers today. But they still like coming round to talk to me. Cos they know I will give them an angle they have never had before.”