Skoglund and Ernst were among the nine arrested when search warrants were executed at multiple locations by DEA agents and officers from the Suffolk County Police Department.
The arrests were part of an ongoing marijuana and cocaine investigation, and more arrests are expected.
Steroids were found in Skoglund's house, but he does not face charges connected to those drugs.
The Suffolk County District Attorney's Office released a statement:
"The Suffolk County District Attorney's Office has initiated a grand jury investigation, which has resulted in the arrest of two Nassau County Police officers. The Nassau County Police Department is cooperating fully with the investigation. The Suffolk County District Attorney's Office's investigation is ongoing and the Office is not able to comment any further at this time."