The British High Commission on Thursday sought consular access to Christian Michel, who was extradited from the United Arab Emirates.
The CBI said it had received the request.
The agency said Michel was being questioned "round the clock".
"The CBI has a lot of material to confront him (Michel), " an official source said.
Michel is a British national who was wanted for his role in the Rs 3, 600 crore AgustaWestland VVIP chopper deal case.
On Wednesday, a Delhi court sent him to five days custody of CBI.
Michel is also under medical observation.