Parnell appeared at the Juhu police station as per the special NDPS court order, a police official said.
"His statement is being recorded," the official added.
The cricketer had surrendered before the court on Monday after which he was placed under arrest and subsequently granted bail for Rs 10,000.
Police had sought his custody but the court did not grant permission. The court instructed the cricketer to appear before the police so that his statement could be recorded.
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Mumbai Police had on March 6 filed the charge sheet in the case after which the court had summoned all the accused.
Police had conducted a raid in May last year on a party at a hotel in suburban Juhu, where drugs were allegedly being consumed, and rounded up around 86 persons.
They filed a 1,200-page charge sheet against 86 people while 35 accused, mostly foreigners, were shown as wanted, a police official had earlier said.