The timing of Saturday’s interview in the state’s capital Albany was confirmed on Thursdays by two people familiar with the investigation who spoke on condition of anonymity.
Investigators were always expected to speak with Mr Cuomo, who said at the start of the probe in March that he would “fully cooperate”. Mr Cuomo is also facing an impeachment inquiry in the state assembly.
The interview signals that investigators are nearly finished their work, which has included interviews with the governor’s accusers, though they may need some time to tie up loose ends before a report is issued.
Several women have accused Mr Cuomo, a Democrat, of inappropriate touching and offensive remarks.
Mr Cuomo initially apologised and said he “learned an important lesson” about his behaviour around women.
However, he has since denied that he did anything wrong and questioned the motivations of accusers and fellow Democrats who have called for his resignation.
Mr Cuomo, in office since 2011, has rebuffed calls to step aside over the allegations.
Agencies contributed to this report