The former "Manhattan Madam" and political protege of President Donald Trump's informal advisor Roger Stone is set to testify Friday before a grand jury in special counsel Robert Mueller's Russia probe, NBC News reported.

"I still don't know the scope of what they're going to ask me," the former madam, Kristin Davis, told an NBC News reporter before meeting with the grand jury, adding that she is "not worried at all."

Davis also told NBC that she took over as Stone's scheduler in August 2017, after noting that she did not work for him during the 2016 presidential election.

Stone told NBC that Davis is appearing before the grand jury "voluntarily" and that he has "not discussed her testimony with her." Stone said he is "certain she will testify truthfully."

Davis, 41, who has said she supplied prostitutes to then-New York Gov. Eliot Spitzer, was subpoenaed by Mueller last month as part of his probe into Russian meddling in the 2016 U.S. presidential election. Davis had said through her lawyer that she was cooperating with the special counsel, while noting that "I don't have anything" to offer regarding "information on Russian collusion."

She also met last week with members of Mueller's team. Stone told CNBC last Friday that "She knows nothing about alleged Russian Collusion, WikiLeaks collaboration or any other impropriety related to the 2016 election which I thought was the subject of this probe."

Stone has become a major focus of Mueller's investigation, CNBC has reported. Beyond his connections to Wikileaks founder Julian Assange, whose website published emails allegedly stolen from Democrats by Russian sources, Mueller is looking at Stone's interactions with ex-Trump campaign official Rick Gates, sources told CNBC.

An attorney for Stone, Robert Buschel, did not deny discussions took place between his client and Gates, but sought to downplay their importance. "Roger Stone did not have any substantive or meaningful interaction with Rick Gates during or leading up to the 2016 campaign," Buschel told CNBC in a statement in May.

Gates pleaded guilty to lying to investigators and conspiracy against the U.S. in a deal he struck with Mueller's prosecutors. As part of that deal, Gates testified this week in the federal bank fraud and conspiracy trial of his former business partner Paul Manafort.

Davis is just one of a handful of Stone-connected figures who have been contacted by the special counsel in the course of the investigation. The New York Times reported in June that Andrew Miller, a former aide who worked for Stone in the run-up to the 2016 Republican National Convention, had been subpoenaed to appear before the grand jury.

Miller was reportedly Davis' campaign manager during her failed 2010 bid in New York's gubernatorial race. Davis told NBC that she began working with Stone, who reportedly helped her campaign pro bono, during that race.

Other onetime associates of Stone, including Michael Caputo and Sam Nunberg, have discussed their interactions with the special counsel.

It remains unclear what information Mueller seeks from Davis. The special counsel's office did not immediately respond to CNBC's request for comment.