Petraeus resigned in November after it emerged that he had had an extra-marital affair with his biographer, Paula Broadwell, an Army reserve intelligence officer who is also married. It was a stunning downfall for a respected Army general who led troops in Afghanistan and Iraq and was considered a potential White House contender.
Friday's interview was part of an ongoing investigation into Broadwell's handling of classified information, a federal law enforcement source told the newspaper.
An official close to the FBI investigation told Reuters the report was "not inaccurate" but declined to elaborate. Petraeus' lawyer did not respond to requests for comment on Saturday.
Agents removed materials from Broadwell's North Carolina home in November as part of the FBI probe.
Petraeus and Broadwell have separately told investigators they did not share security secrets.
Petraeus was credited with helping pull Iraq from the brink of all-out civil war as commander there and President Barack Obama turned to him to lead U.S. forces in Afghanistan before moving to him to the CIA in 2011. (Editing by Doina Chiacu)