The testing process is unlikely to be concluded for two weeks but the IAAF - the governing body of world athletics - says Semenya can keep her medal.
The 18-year-old South African was asked to take the test following her rapid rise to prominence in 2009.
News of it was made public hours before she took gold in Berlin in August.
Despite the leak, the teenager left her rivals trailing to win in a time of one minute, 55.45 seconds.
Defending champion Janeth Jepkosgei of Kenya was second, a massive 2.45 seconds adrift, with Britain's Jenny Meadows taking bronze.
The International Association of Athletics Federations says it demanded Semenya take a gender test before the World Championships amid fears she should not be able to run as a woman.
Following the findings of initial tests, the IAAF then asked the South Africans to withdraw her from their team for Germany.
Caster Semenya wins 800m gold in Berlin
However, the South African athletics federation insisted she should run and says it is certain she is female, a claim backed up by her family.
Now, given that she was ultimately allowed to compete, IAAF spokesman Nick Davies said it would be "legally very difficult" to ask Semenya to hand back her medal.
Semenya burst on to the world stage when she ran 1.56.72 in Bambous, Mauritius, in July, smashing her previous personal best by more than seven seconds.
She also broke Zola Budd's long-standing South African record and arrived in Berlin as the newly crowned African junior champion