The state attorney general is investigating just what goes on behind the locked gates of Gramercy Park and the doors of the exclusive National Arts Club.

Just one day after Aldon James stepped down as president of the elite artists’ group, the Manhattan district attorney’s office and the N.Y. state attorney general’s office launched probes into the club’s use of property and its finances.

Both James — who pals around with designer Betsey Johnson and journalist Bill Moyers — and his twin brother John live in the building, located at 15 Gramercy Park S., for well below market rate. John pays $356 a month to live in the tony neighborhood, according to the Daily News.

Adding to the mystery is the fact that James also stepped down a week after a dozen dead baby finches were found in Gramercy Park; James was a well-known bird lover who kept finches in his apartment.

But one member of the club, filmmaker Max Weissberg, 29, said he suspects the trustees of privately-owned Gramercy Park initiated the investigation into James due to a history of clashes.

“There are people in Gramercy Park who would be happy if Aldon left,” Weissberg said. “It wouldn’t surprise me if they would use this to get rid of him.”

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