The 22-year-old actor was accompanied by her father Chunky Panday, also an actor, to the NCB office.
Ananya Panday's home was raided earlier in the day by the anti-drugs agency and her laptop and mobile phone were seized.
The name of Ms Panday reportedly featured in the WhatsApp chats of one of the accused in the case involving drugs seized during a rave party on a cruise on October 2.
Ananya Panday and SRK's daughter Suhana Khan are childhood friends. Their parents - Chunky and Bhavana Panday and Shah Rukh and Gauri Khan - also share a close bond.
Aryan Khan has been in jail since October 8 and was denied bail yesterday by a court that said his WhatsApp chat revealed his involvement in "illicit drug activities".
Call Me Bae Star Ananya Panday On Being Compared To Kareena Kapoor's Poo: "This Is Our Homage To Her" Exclusive: Vihaan Samat On Re-Creating Kiara Advani-Sidharth Malhotra's Wedding Video In Call Me Bae With Ananya Panday: "We Were Sceptical To Face Trolling..." Ananya Panday's Call Me Bae Reviewed By Upasana Konidela: "Binge Watched It" 9 Dead, 2,800 Hurt As Pagers Explode Across Lebanon, Hezbollah Blames Israel 3 Grams Of Explosives Per Pager: Israel's Complex Op To Hurt Hezbollah "Wear Proper Undergarments": Delta Airlines' New Memo For Flight Attendants New XEC Covid Variant Spreads To 27 Countries, Here's What We Know So Far "Only Consequential Presidents Get Shot At": Trump After Assassination Bid Israel On Alert As Hezbollah Vows Retaliation Over Pager Attacks In Lebanon Track Latest News Live on NDTV.com and get news updates from India and around the world.