61-year-old Morsi, Egypt's first democratically elected president, has been removed from power by the powerful army on July 3 and has been held at a "safe place".
State Security prosecution service investigators quizzed the toppled leader at an undisclosed location today, local media reported quoting unnamed judicial officials.
Yesterday, prosecutors launched criminal investigation against Morsi and several other leading Muslim Brotherhood figures, including the Islamist movement's top leader Mohamed Badie, after receiving criminal complaints.
In a statement, the public prosecutor's office said it had received complaints against Morsi and eight other Islamist figures including Badie. It did not identify other Islamist leaders.
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The military maintains it deposed Morsi in a justified response to popular demand after millions of people demonstrated against him. The Brotherhood claims it was a coup that reversed democracy.
Complaints such as those against Morsi are a first step in the criminal process, allowing prosecutors to begin an investigation that can lead to charges.
Egyptian law allows them to investigate complaints from police or any member of the public.
Badie and several other Brotherhood officials already face charges for inciting violence that were announced earlier this week, but few of them have been arrested.
Morsi's Brotherhood party yesterday called for more mass demonstrations after a huge march broke up peacefully before dawn, ending a week in which at least 90 people were killed.