The questioning came ahead of Netanyahu's visit to Washington next week, where he will address the AIPAC conference and will also meet President Donald Trump.
In the video, Netanyahu also noted that, after Shabbat ends on Saturday, he will travel to the United States for what he called "a very important meeting".
The prime minister will be questioned under caution in the case, marking him as a possible suspect, the report said. Police said only that the couple "were questioned for a number of hours as part of an investigation" by police and the Israel Securities Authority.
A statement issued on behalf of the prime minister said that none of this ever took place and that this was a continuation of "tendentious" and "false" leaks against Sara Netanyahu that are aimed at undermining the prime minister and his government. In return, police say Netanyahu operated on Milchan's behalf on US visa matters, legislated a tax break and connected him with an Indian businessman.
Questioning the two at the same time allows investigators to present identical material to both, including recordings and text messages gathered during the probe.
Police told Netanyahu that he was being questioned within the context of an ongoing corruption probe involving the Bezeq telecommunication company. But investigators did not in the end touch on the matter in Friday's session.
Elovitch is also a suspect in Case 4000.
Eli Kamir, another former Netanyahu adviser arrested last week, was on Wednesday released from police custody but placed under house arrest. Sharan was named in September as a suspect in the submarine affair.
Prosecutors say Netanyahu advanced regulatory benefits worth up to 1 billion shekels (approximately $280 million) to Shaul Elovitch, Netanyahu's friend who is the controlling shareholder of Bezeq.
Channel 10 TV showed footage of police entering Netanyahu's residence. Political analysts say such support could erode if the investigations against Netanyahu intensify. Protesters take part in a demonstration outside the Israeli Prime Minister Benjamin Netanyahu's residency in Jerusalem al-Quds on March 2, 2018. "Change this. Do something with this".
Netanyahu served as communications minister from November 2014 to February 2017.
Filber, the former director of the Communications Ministry under Netanyahu, was arrested on suspicion of promoting favorable regulation to Bezeq in return for Walla's alleged favorable coverage of Netanyahu and his family.
"The claims against Prime Minister Netanyahu are baseless".