Rai was first arrested by Mumbai police in connection with an arms case and in custody he had spilled the beans about Sheena's murder.
The CBI, which took over the case, has claimed that financial dispute was the reason for Indrani to hatch the conspiracy to murder Sheena.
Rai during his cross examination told the court that he did not recollect if he told this to the Mumbai police.
Rai was today grilled about his arrest in the arms case by Indrani's advocate Sudeep Passbola.
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The murder came to light in August, 2015 after Rai, arrested in another case, spilled the beans and Mumbai police arrested Indrani, her former husband Sanjeev Khanna, and Rai.
Later, Indrani's husband Peter Mukerjea, a former media baron, was also arrested.
The victim was also in a relationship with her current husband Peter's son.
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