The interviews are being conducted by Attorney General Jeff Sessions and his deputy, Rod Rosenstein.
On May 9, the Federal Bureau of Investigation director was sacked because, according to the US Administration, he mishandled the probe into Hillary Clinton's use of a private email server during her term as Secretary of State.
Mr Trump fired Mr Comey on Tuesday, later saying that "he wasn't doing a good job".
The announcement comes amid growing scrutiny from lawmakers and the media over Trump's decision to remove former FBI Director James Comey from office as the bureau investigates potential collusion between the Trump campaign and Russian Federation.
Some suggested that Comey was sacked because of an investigation into Russian hackers' alleged interference in the USA election, which some Democrats allege contributed to Trump's victory in last year's presidential election.More news: Celtics Co-Owner Doesn't Sound Eager To Trade Boston's No. 1 Draft Pick
Meanwhile, Politico reported that explaining the reasons for Comey's dismissal, Trump only aggravated the situation because his words ran counter to the version expressed by White House press secretary Sarah Sanders.
Alice Fisher, a former head of the Justice Department's Criminal Division, was the first to arrive on Saturday morning.
Speaking to NBC, Trump rejected all the accusations, adding that "the Democrats should be ashamed". Lindsey Graham of SC, who heads one of the congressional committees investigating Russia's interference in last year's election.
Trump, in his termination letter to Comey, said Comey told him on three different occasions that Trump wasn't under investigation. And though the White House has asserted Comey lost the backing of rank-and-file agents, McCabe flatly said, "that is not accurate".
"I would respectfully request that the White House Counsel provide the House Oversight Committee with all tapes of the President's communications with former FBI Director James Comey, of President Trump's meeting with Russian officials which was closed to American press but not their Russian counterparts, and of any conversations regarding the hiring or firing of former National Security Advisor Michael Flynn", he said. There were the two Post reporters interviewing Trump about Trump Tower, whose order for two waters and a Coke was brought to them without anyone speaking to a person outside the room.