New York City Mayor Bill de Blasio is set to be questioned Friday by federal prosecutors in connection with a corruption investigation into fundraising on his behalf, according to a person familiar with the matter.

Mr. de Blasio, a Democrat, had agreed to the interview earlier this year, and it isn’t clear if the session with prosecutors from the office of Manhattan U.S. Attorney Preet Bharara will focus on any specific aspect of the wide-ranging probe. The investigation extends into fundraising by the mayor’s campaign and...