ULAN BATOR - Mongolian Prime Minister Norov Altankhuyag's visit to his senior advisor in jail was in violation of law, Mongolia's anti-corruption agency said Friday.

The prime minister's Thursday visit to Luumed Gansukh was in violation of law as such a meeting requires the presence of the investigator, the prosecutor, and lawyers, E. Amarbat, head of the investigation department of the Independent Agency Against Corruption (IAAC), told a news conference.

In a video footage released on Friday by the anti-corruption agency, Altankhuyag, accompanied by justice officials and his bodyguards, was seen arriving and entering the jail complex.

Altankhuyag's bodyguards were seen approaching the IAAC personnel who were filming the arrival and demanding the filming stop. None of the investigator, prosecutor, lawyers was seen present when Altankhuyag met his advisor.

Gansukh and three other officials were arrested on Wednesday night by the anti-corruption agency.

Amarbat said his agency was investigating Gansukh for the embezzlement of 3.6 billion tugrug ($1.9 million) in a government subsidy program.

According to the agency, companies set up by family members of Gansukh made profit from the purchases and sales of 279,000 tons of coal as subsidies for thousands of households in Ulan Bator slums.

Gansukh denied the charges and claimed that the investigation was politically motivated. "The IAAC is ordered to bring down the government. I'm innocent. I didn't embezzle any money from 'coal' program," he said through his lawyer.

The IAAC is considered a state institution primarily responsible to Mongolian President Tsakhiagiin Elbegdorj. Analysts said the confrontation between the agency and the government indicated the conflict between the president and the prime minister.

Altankhuyag said in a statement this arrest was "sabotage of government actions" and defended Gansukh's innocence.