"We wanted to question the trio in the jail and we have got permission," a CBI official said.
In an application filed before special CBI judge H S Mahajan, the agency said,"In the course of investigation, certain new facts have emerged from the examination of witnesses and the three accused are required to be re-examined in view of the new information revealed by the witnesses", the CBI application said.
However, when Khanna's lawyer Shreyansh Mithare objected to the CBI's request, it told the court that this was the last time they are filing a plea to question the trio in jail.
A charge-sheet has been filled against Indrani, Khanna and Rai.
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Peter Mukerjea, husband of Indrani, was also arrested on November 19 for his alleged role in the murder case.
He has been kept at the high-security Arthur Road Jail here where Khanna and Rai are also lodged.
Indrani, the prime accused in the case, is lodged at the Byculla women's jail here.
CBI, while maintaining that financial transaction was the motive behind the murder of Sheena, had earlier said that Peter, during his interrogation, disclosed investments of crores of rupees made by him and Indrani and is expecting information from Interpol on the details of an account opened by Indrani in a bank in Hong Kong.