The Islamabad High Court had recently directed that Musharraf should be booked under the anti-terror law for detaining dozens of judges, including Chief Justice Iftikhar Chaudhry.
The police subsequently arrested him and charged him under the law.
The High Court had issued a non-bailable arrest warrant under section 7 of the Anti-Terrorism Act and an anti- terrorism court later remanded him to judicial custody for 14 days.
During interrogation, Musharraf told the Joint Investigation Team that he fled from the Islamabad High Court after the issuance of the warrant on the advice of his lawyers, The News daily reported.
Responding to questions about the detention of judges, Musharraf said he did not issue any order in this regard.
Neither the judges complained to him regarding this nor did they register any FIR, Musharraf told investigators.
"Two years later a third person, a lawyer, lodged an FIR at a time when I was abroad and I only came to know about it in 2013," Musharraf reportedly told investigators.
Asked whether he expects any help from friends inside the country or abroad to influence the trial against him, Musharraf reportedly said he does not have any such expectation and the only thing he wants is a fair trial.
However, he said he has serious doubts about getting justice.
The investigation team's report was submitted to the Islamabad Police chief.
He was not available for commends but The News quoted its sources as saying that the Anti-Terrorism Act could not be used in the case as it is the prerogative of investigators to decide whether or not it can be applied.
From the available information and interrogation of Musharraf, no evidence is available that could lead to the application of the anti-terror law.
In order to establish a case, the statements of detained judges are required and may be cross-examined, a source said.
A person can be tried under Section 7 of the Anti-Terrorism Act if he does anything likely to cause death, endanger life, cause grievous bodily harm or injury and damage property.
Musharraf was asked why he fled from the Islamabad High Court following the issuance of a non-bailable arrest warrant.
He replied that the situation had become bad and his lawyers advised him to flee.
He denied issuing any written or verbal order for detaining the judges.
When he was asked to name those involved in detaining the judges, he said he would not divulge their names.
Responding to another question on why he did not appear before authorities after an FIR was registered against him, he said nobody informed him about notices served on him as he was abroad.