Hudak made the announcement in Mississauga at the site of one of the cancelled plants, saying "a billion dollars went into this hole."
He says taxpayers need answers on what exactly happened and whether it's possible to get back any of the money that was lost in the cancellations.
The Liberals scrapped the unpopular plants before the 2011 election at a cost of up to $1.1 billion.
Hudak says a PC government would make sure such cancellations never happen again.
Premier Kathleen Wynne has apologized for the way the gas plants issue was handled and has said her predecessor Dalton McGuinty, under whose watch the plants were scrapped, made "mistakes."