An attorney for the agency's board of directors, Jeffrey Buss, says they've asked YMCA's national office to provide a temporary administrator.
Westchester DA spokesman Lucian Chalfen would not give details of the investigation.
Buss says among the issues are that three members of du Sablon's family work at the Y and they use cars leased by the organization.
The 60-year-old du Sablon, who has headed the Y for 13 years, says "I'm giving them everything and anything they want to look into."