Rousseff, fighting an impeachment attempt in Congress linked to unrelated accusations, told Folha de Sao Paulo newspaper: "Brazil needs to have this investigation."
The probe dubbed Operation Car Wash has netted dozens of businessmen and politicians, including high-ranking Congress members and executives at state oil giant Petrobras and major construction firms.
Prosecutors say the accused were part of a scheme to rob Petrobras through the awarding of inflated contracts, with bribes paid to executives and other money funneled into campaign coffers of political parties.
Rousseff has been investigated but so far emerged unscathed, although she was Petrobras chairwoman through much of the period when the corporation was at the center of the embezzlement scheme.
Her key ally, former president and Workers' Party founder Luiz Inacio Lula da Silva, has also not been charged in the operation. However, figures close to Lula have been.
The bruising legal campaign has been criticized in some quarters as going too far and being politically motivated.
Rousseff said she opposed people being ensnared "on hearsay."
"Proof needs to be given," she said.
"I control it?" Rousseff asked. "And if the prosecutor's office speaks badly about me, then that makes me incompetent in the art of pulling strings.
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