Shahabuddin, a four-time former MP from Bihar's Siwan parliamentary constituency, was "lying and concealing" facts related to the case, they said.
The agency will inform the special court in Muzzafarpur court about the development.
Ranjan, the Siwan bureau chief of a Hindi daily newspaper, was shot dead allegedly by Shahabuddin's henchmen in May last year. The Bihar politician was in jail in connection with other criminal cases against him when the incident happened. He was later shifted to Tihar jail.
The agency is questioning Shahabuddin after obtaining his custody for eight days in connection with the case. The eight-day custody will end on Monday.