According to the AFP news agency, Cisse was questioned along with three other people in Versailles on Tuesday as a 'person of interest' because he knew individuals allegedly involved in the case.
The former Liverpool striker was later released without charge and protested his innocence during a phone interview with French chat show Touche pas a mon poste (Don't Touch My TV).
"I have nothing to do with it, Mathieu is a friend of mine,” Cisse told host Cyril Hanouna.
“I just warned him that there was something hot going on involving him. That’s it. End of story.
"Frankly, it's not funny. It's something that could have been very bad for me and for him.”
Cisse added that he was only taken in for questioning so that the police could 'hear my side of the story'.
The former Liverpool striker was later released without charge and protested his innocence during a phone interview with French chat show Touche pas a mon poste (Don't Touch My TV).
"I have nothing to do with it, Mathieu is a friend of mine,” Cisse told host Cyril Hanouna.
“I just warned him that there was something hot going on involving him. That’s it. End of story.
"Frankly, it's not funny. It's something that could have been very bad for me and for him.”
Cisse added that he was only taken in for questioning so that the police could 'hear my side of the story'.
