The files also reveal that Picasso was interrogated by the police in 1911 about two pre-Roman stone heads stolen from the Louvre in 1907 by a onetime friend of the poet Guillaume Apollinaire. The sculptures, which ended up in Picasso's studio, inspired two of the faces in his landmark 1907 painting, ''Les Desmoiselles d'Avignon.'' Four years later, during the furor over the theft of ''Mona Lisa'' from the Louvre, Picasso and Apollinaire quietly returned the sculptures. But while Apollinaire was briefly jailed, Picasso's role was not made public at the time. In 1917 Picasso met the Russian dancer Olga Koklova in Rome, and the following year, after the Soviet Revolution, they decided to marry in Paris. Because Koklova was by then considered stateless, however, their wedding was preceded by lengthy police inquiries, which are recorded in Picasso's dossier. Finally, with Braque and Vollard testifying to Picasso's good character, the marriage took place on July 12, 1918. From then on, Picasso's files also include Koklova's papers.

Mr. Daix writes that the police files make surprisingly few references to Picasso's political activities, which after 1936 included open support of the Republican side in the Spanish Civil War. But he notes that if it were possible to study the prewar files of the General Information Directorate, France's domestic intelligence service, ''we would certainly find a description of Picasso's political engagements.''

It seems probable that Picasso's political views influenced his decision to seek French citizenship in 1940. Mr. Daix suggests that, with France formally at war with Germany, Picasso felt uncomfortable carrying the passport of a country -- Spain -- that openly sympathized with Hitler's Germany. ''To acquire French nationality was one way of demonstrating what side he supported in the war,'' Mr. Daix writes.

On April 3, 1940, Picasso wrote to the minister of justice requesting naturalization. He was also required to swear he had no criminal record, to demonstrate he was up to date on his tax payments and to show the lease for his two apartments at 23 rue de la Boetie. He was then summoned for interrogation by the neighborhood's police commissioner, who in a report dated April 30, 1940, concluded: ''Good information. Favorable recommendation.''

But a separate report by the General Information Directorate, dated May 25, was hostile to Picasso. It recalled that Picasso was ''identified as an anarchist'' in 1905, and it noted acidly that in 1914 ''he offered no service to our country during the war.'' It called him ''a so-called modern artist,'' accused him of sending his wealth abroad and declared that ''Picasso has retained extremist ideas evolving toward Communism.'' The report noted that Picasso sent money to the Republican cause in the Spanish Civil War, that he had recently been heard criticizing French institutions and praising Moscow and that he had told friends that he would bequeath his works to the Soviet Union, not France. The report said little had been learned from Picasso's neighbors. ''Because of his arrogant and stuffy character, he is little known in his neighborhood,'' it added.

The report's conclusion is unsurprising: ''As a result of all the information gathered, this foreigner has no qualification to obtain naturalization. Further, in the light of the above, he should be considered suspect from a national point of view.'' There is no evidence that Picasso was informed of the rejection of his request. Three weeks after the second report was completed, German troops entered Paris.