After that, deputies dropped Nakoula off at an undisclosed location.
"He is gone. We don't know where he went," Whitmore said. "He said he is not going back to his home."
Federal officials are investigating whether Nakoula, who has been convicted of financial crimes, has violated the terms of his five-year probation. If so, a judge could send him back to prison.
Nakoula went voluntarily to the station, wearing a coat, hat, scarf and glasses that concealed his appearance. His home has been besieged by media for several days.
Whitmore said Nakoula was not handcuffed and the heavy apparel was his idea.
The probation department is reviewing the case of Nakoula, who pleaded no contest to bank fraud charges in 2010 and was banned from using computers or the Internet or using false identities as part of his sentence. Whitmore did not disclose other details about the interview.
Federal authorities have identified Nakoula, a self-described Coptic Christian, as the key figure behind a anti-Islam film that ignited mob violence against US embassies across the Middle East.