Roy had been asked to appear in the probe agency's office on Friday. But he did not go there citing "preoccupations" and sought more time.
The former railway minister was then asked to come on Saturday.
"Roy reached the CBI office at around 2.15 pm," the sources said.
The CBI on Thursday arrested IPS officer SMH Mirza in the scandal, the first apprehension in the case since the tapes surfaced in 2016.
In the footages, persons resembling senior Trinamool Congress leaders are seen accepting money from the representatives of a fictitious company in return for favours.
Roy, who was then a Trinamool Congress MP, was purportedly shown conversing with Mathew Samuels who claimed to have conducted the sting operation in 2014.