"We have grilled five officials and verified some documents related to the case," Deputy Superintendent of Police Deepak Devraj said.
To a query that the investigation team had achieved a specific clue in regard to Deshpande's suicide, Devraj said interrogation was on and would continue even today.
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"We are trying to match the recorded statements of the officials and employees. Interrogation is on," he said.
The team members yesterday entered the Corporate Communication department of Tata Steel here at 10.30 AM and left at around midnight.
The interrogation began on Monday and the investigating team questioned several officials of Corporate Communication department from Jamshedpur, Odisha and Kolkata.
They had even questioned Vice-President rank officials for hours on Tuesday.
Earlier, Maharashtra Home Minister R R Patil had ordered Mumbai Crime Branch chief Himanshu Roy to probe the alleged suicide of Deshpande following which the team has begun a parallel investigation into the case.
57-year-old Deshpande, was found hanging at his Vasai home on June 28. No suicide note was found. His friends and former colleagues alleged that he had been harassed.
A case had been registered at Vasai police station.
There were allegations that Deshpande killed himself following harassment by the employees of Tata Steel, where he had worked.
A departmental inquiry has been ordered by Tata Group chairman Cyrus Mistry into the circumstances leading to Deshpande's death.