Prosecutors with the New York district attorney’s office interviewed Michael Cohen, President Trump’s former fixer, as part of their probe into how the Trump Organization handled hush payments to two women who alleged affairs with the president, according to a report Wednesday.

The officials interviewed Cohen at the federal prison in Otisville, New York, where he is serving a three-year sentence for campaign finance violations tied to the payments.

Mr. Trump has denied the affairs, which the women say occurred years before he was a presidential candidate.

CNN first reported prosecutors’ meeting with Cohen.

New York District Attorney Cyrus Vance is probing whether the Trump Organization violated a New York state law by falsifying business records detailing the reimbursements to Cohen.

Last month, Mr. Vance opened the investigation, sending subpoenas to the Trump Organization and American Media Inc. The subpoenas are seeking documents and records related to payments made to Stormy Daniels and Karen McDougal ahead of the 2016 presidential election.

Federal prosecutors with the Southern District of New York ended its own investigation in July. Cohen was the only individual prosecuted from the federal probe. He pleaded guilty to paying $130,000 to Ms. Daniels in order to silence her before the election.

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