His attorney, Rok Ceferin, who was present at the questioning, told reporters that Jankovic was not arrested and was puzzled why the court had approved the house search.
Jankovic, who is also the president of the opposition Positive Slovenia party, told reporters the police had acted correctly while searching his house and office.
He would not speculate on the background of the investigation, saying he trusted the judiciary and other bodies.
Jankovic said the investigation focused on alleged siphoning of money during the building of the Stozice sports centre and mall in Ljubljana, adding that the police took from his office documents on the construction.
The media said Jankovic's son Jure was also interrogated.
Speaking to the press earlier today, assistant police director for economic crimes Robert Crepinko said the investigation was related to financial wrongdoing worth dozens of millions of euros and that police had detained six people.
Citing sources close to the investigators, Slovenian media said that aside from Jankovic, the other suspects were his sons Jure and Damijan, to whom he transferred the ownership of the construction company Electa; Jadranka Dakic, former financial director of the Mercator retailer; Uros Ugrin, director of Grep, the company which built Stozice in a private-public partnership with the Municipality of Ljubljana; and Zlatko Sraka, owner of the company Energoplan.
Only Jankovic and his son Jure have been released in the meantime. The other are being interrogated.
The investigation was launched 18 months ago by the tax office, which suspects Jankovic of money laundering and fraud as well, Slovenian media said.
President Danilo Tuerk's office said he expected the police and other relevant bodies to do their job in accordance with their legal powers and that all citizens were equal before the law.