Karim Wade spent about two hours at a police station in Dakar, an associate told AFP, after paramilitary police also questioned him for several hours on Tuesday.
Authorities are investigating the Wades and the former leadership of the west African nation over possible corruption.
The probe was launched by President Macky Sall, who won a decisive victory over Abdoulaye Wade in a March poll marred by violence over the 86-year-old's bid to seek a third term in office.
Karim Wade, 44, was a divisive figure who many in Senegal saw as being groomed to succeed his father.
He was often criticised for alleged mismanagement of public finances and was nicknamed "super minister", or "the minister of the earth and the sky" after the elder Wade placed him in charge of international co-operation, air transport, infrastructure and energy.
He was also appointed head of the national arm of what is now the Organisation of Islamic Co-operation and tasked with major public works ahead of the group's summit in Dakar in 2008.
Abdoulaye Balde, a former minister who worked with the younger Wade at the time, said he too had been questioned by police.
"I was asked about my assets. That's normal after having led public projects," Balde told reporters. "I remain available to investigators."
Investigators also interviewed several other figures from the former regime and at least three former officials are currently detained as part of the probe.