CBI sources said 44-year-old Raja Bhaiya appeared at the makeshift agency office for his questioning.
Last month, the CBI had arrested one Bhulle Pal, a security guard with the then state minister Bhaiya, who allegedly led a mob, enraged by the killing of Balipur village head Nanhe Yadav, to kill the police officer. Bhaiya has denied any association with Pal.
The CBI has also taken into custody Rajeev Singh and Guddu Singh, who are considered close to the minister.
In the first information report filed on the basis of a complaint by the slain DSP's wife Parveen Azad, it has been alleged that "on the directions of Bhaiya, Nagar Panchayat Chairman Gulshan Yadav, minister's representative Hari Om Srivastava, his driver Rohit Singh and supporter Guddu Singh first assaulted my husband with sticks and rods and later shot him dead".
The allegations have been denied by Bhaiya.
DSP murder: 103 cops transferred from Raja Bhaiya's Kunda
Raja Bhaiya quits, CBI to probe UP senior cop's murder
UP govt to fully cooperate in DSP murder probe: Akhilesh
Raja Bhaiya demands CBI inquiry into murder
DSP murder: CBI to question Raja Bhaiya on Wednesday