Former NCP leader Padmasingh Patil is the main accused.
"Anandibai was examined today and her deposition will continue on May 3," a CBI official said.
CBI arrested Patil on June 6, 2009. Other than him, there are seven accused.
Nimbalkar and his driver Samad Kazi were found shot dead inside the Congress leader's car near Kalamboli on the Mumbai-Pune Express Highway on June 3, 2006.
CBI's charge-sheet (filed in 2009) names Patil as the prime accused. Patil Nimbalkar killed because he perceived the latter as a threat to his political career, it says.
The case was transferred to CBI after Anandibai Nimbalkar moved the Bombay High Court demanding CBI probe.