Enforcement officers for the Information Commissioner spent nearly seven hours searching Cambridge Analytica's central London premises overnight.
Elizabeth Denham, the Information Commissioner, has requested urgent access to the records of Cambridge Analytica, a company accused of harvesting the records of 50 million Facebook users.
The data watchdog's investigation includes the acquisition and use of Facebook data by Cambridge Analytica, its parent company SCL and academic Dr Aleksandr Kogan, who developed the app used to gather data.
It stems from claims over the harvesting of personal data - and whether it was used during Donald Trump's US presidential campaign or the Brexit referendum.
After entering the building in New Oxford Street at 8pm on Friday, some of the team emerged on foot at around 2.50am on Saturday morning as a van, thought to be carrying evidence, left via a rear exit.
Earlier the investigators could be seen examining documents and taking photographs of a whiteboard and of computers.
The group of around 18 people, some wearing ICO enforcement jackets, arrived at the building less than an hour after a High Court judge granted the search warrant sought by the Information Commissioner's Office (ICO).
They went up a side set of stairs at the building in New Oxford Street, London, and were seen on the second floor - where Cambridge Analytica has its offices.
Earlier, the Information Commission Office said it was "pleased with the" judge's decision. Twitter account posted: "ICO granted warrant: We're pleased with the decision of the judge and we plan to execute the warrant shortly.
ICO granted warrant: We’re pleased with the decision of the judge and we plan to execute the warrant shortly. This is just one part of a larger investigation into the use of personal data for political purposes and we will now need time to collect and consider the evidence
— ICO (@ICOnews) March 23, 2018
The officers were seen on the first and second floors taking photographs of a whiteboard and of computers, while a man took notes on clipboard.
Alexander Nix, the firm's chief executive, has been suspended while Facebook founder Mark Zuckerberg has been called on to give evidence to MPs.
After a hearing at London's High Court on Friday, Judge Leonard said he would give the reasons for his decision on Tuesday.
Facebook has admitted to a "major violation of people's trust" and announced an investigation into the harvesting and sale of the private data of millions of users.
The social media giant said that it does not "deserve to serve" its users unless it can protect their personal information and said conceded it will have to regain people's trust.
Mark Zuckerberg, the chief executive of Facebook, said that mistakes had been made after people's private information was passed on without their permission.
He launched an investigation into all developers that were given access to "large amounts" of private data, in a clear sign that the scandal is likely to expand.