It said the information gathered appeared to have been passed on to Ecuadorean and U.S. bodies.
Assange is jailed in London, fighting extradition to the United States on espionage charges.
He was given asylum in the embassy for some seven years after jumping bail in 2012 when Sweden sought his extradition on sexual misconduct allegations.
Court documents said Morales and his firm, based in the southern Spanish town of Jerez de la Frontera, were also under investigation for bribery and money laundering.
The court opened the investigation in August following a complaint by Assange and his defense team, but did not release the information until Wednesday as it had placed a secrecy order on the case.
A court official confirmed that Morales was arrested last month but is on conditional release.
Spanish newspaper El Pais, which first reported the story several weeks ago, said Wednesday that police arresting Morales confiscated computer hard disks and documents as well as two guns with erased identification numbers. It said Morales had his passport confiscated, financial accounts blocked and must report to the court every two weeks.
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