Auto-Comment when posting: bug?

Hi… I found recently a strange behaviour.

Sometimes, when I post a new article that links to another, or when I use the “@” inside a post, I get immediately a “comment moderation email request” to my administrative email, that asks me to moderate a comment that is similar to this:
[…] NAME_OF_THE_LINKED_PAGE […]

By the ip address of my hosting domain server.

What can it be?