When Mr Meng was named Interpol's president, human rights groups expressed concern that Beijing might try to leverage his position to pursue dissidents abroad.Beijing has in the past pressed countries to arrest and deport to China citizens it accuses of crimes, from corruption to terrorism.
Grace Meng said he travelled to the country in September for work.
In addition to his Interpol post, Meng is also a vice minister for public security in China.
The websites of French papers broadcast video clips showing Ms Meng speaking in a trembling voice, with her back to a TV camera in order to hide her appearance.
Meng, 64, who is also the vice minister of public security, is being investigated by China's National Supervisory Commission for suspected violations of laws, state-run Xinhua news agency reported.
The disciplinary organ of China's ruling Communist Party says the head of Interpol, a senior Chinese official, is under investigation on suspicion of unspecified legal violations.
Interpol says it has received the resignation of Meng Hongwei, the Chinese president of the global police organization who went missing one week ago.
Later, upon learning about the announcement from China's anti-graft commission, she told AFP that her husband's case will be under the watch of "international law and worldwide public opinion", describing the situation as "political ruin".
Before he shared the knife image, she sent him a photo of two animal figurines, one of a bear and another of a horse, meant to represent their two children; one of them loves horses, she said, and the other "looks like the bear".
Interpol, which is based in Lyon, said on Friday that it was aware of reports of Meng's "alleged disappearance and that the issue was a matter for the relevant authorities in France and China".
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In a truly extraordinary sequence of events, Interpol has announced the resignation of its president after he "disappeared" while in China two weeks ago, only to later be confirmed as detained and under investigation by Chinese Communist Party officials.
She said the call never came and she does not know what happened to him, adding that her husband was in China when he sent the message.
That day, she said he sent a message telling her to "wait for my call", before sending the emoji signifying danger.
The mystery of what happened to Mr Meng has now been cleared up: but the details of the charges weighing against him, and the fate that awaits him are as opaque as ever, says the BBC's Hugh Schofield in Paris.
She wouldn't speculate on her husband's current whereabouts.
Interpol, or the International Police Criminal Organization, facilitates international police cooperation.
The French authorities said his wife had been placed under police protection after receiving threats.
She said they were in daily contact during his trip before he vanished in China.
But Interpol has, in the past, denied this, saying its head does not intervene in day-to-day operations, which are handled by secretary-general Juergen Stock who is German.
She said he regularly traveled back and forth between Lyon, where Interpol is headquartered, and China for his job.