All private investigators in Arizona must be licensed by DPS with an agency license to conduct investigations on a contract basis. The only exception would be if the investigator is your employee working only on investigative matters that concern your company or governmental department.  

For more information on AZ DPS Licensing

To check to see if your investigator or investigation firm are DPS licensed to legally conduct investigations: DPS licensing look up

To check for AZ PI Law: AZ ARS Chapter 32    Go to Title 24 PI Law