Occupational Safety and Health Administration spokesman Edmund Fitzgerald told The New York Daily News in Saturday editions that the agency had begun investigating the accident at the 27-story senior center.
The workers became trapped 12 stories for more than an hour above a street Friday afternoon after their scaffold gave out.
Firefighter Mike Girous rappelled down the side of the building and rescued them one at a time.
The dramatic rescue was captured on live television by news helicopters hovering over the scene in Yonkers.