Menon reached the SIT office in South Delhi's Vasant Kunj around 1.20 PM.
Police said that Menon has joined the probe in the murder case. The questioning is "still going on", they said after two hours.
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The police team probing the murder of Sunanda has questioned at least 15 people in connection with the case so far.
Congress MP Shashi Tharoor, his staff members and close friends were among those quizzed by the Delhi Police.
Former Samajwadi Party leader Amar Singh and senior journalists Nalini Singh have also been questioned by police.
52-year-old Sunanda was found dead in her suite at a five-star hotel in south Delhi on the night of January 17, 2014, a day after she was involved in a spat with Pakistani journalist Mehr Tarar on micro-blogging website twitter over the latter's alleged affair with Tharoor.
Police had last month filed a murder case.
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