By Jonathan Stempel

July 16 (Reuters) - Texas' attorney general said on Wednesday he has begun investigating Mars, which makes M&M's and Skittles candies, for its alleged refusal to remove synthetic food dyes from its products.

Ken Paxton, the attorney general, said in a statement that he issued a civil investigative demand for documents from Mars, as he examines whether the family-owned company violated consumers' rights through deceptive trade practices.

Paxton said Mars has not fulfilled its 2016 pledge to remove all artificial colors from food products, saying it had removed "toxic" dyes in Europe but not the United States.

"It's time for Mars to follow the lead of other companies like Nestle and Hershey by removing synthetic dyes from its products," Paxton said. "It's the right thing to do."

Mars, based in McLean, Virginia, had no immediate comment.

Removing synthetic food dyes and reducing Americans' consumption of ultraprocessed foods has been a priority for U.S. Health and Human Services Secretary Robert F. Kennedy Jr, as part of his "Make America Healthy Again" campaign.

Kennedy has blamed the dyes for health problems including attention deficit hyperactivity disorder and cancer, though many scientists say more research is needed.

General Mills GIS.N, J.M. Smucker SJM.N, Kraft Heinz KHC.O and PepsiCo PEP.O, as well as Hershey HSY.N and Nestle NESN.S, are among companies that have committed to removing the dyes by 2028 or earlier.

Mars has said its consumers have different attitudes toward artificial colors in food depending on where they live, with European consumers preferring the dyes removed while other consumers prefer to keep them.

(Reporting by Jonathan Stempel in New York; Editing by Kirsten Donovan)

((jon.stempel@thomsonreuters.com; +1 646 223 6317; Reuters Messaging: jon.stempel.thomsonreuters.com@reuters.net))