Attorney Irven Box told The Oklahoman the FBI agent and IRS investigator came Monday to the law office of Chris Harper, another friend of Teddy Mitchell.
Box said the two wanted to talk about gambling, but Harper did not answer their questions because of attorney-client privilege and other grounds.
Harper is representing Teddy Mitchell is some legal matters.
The grand jury also wants to hear from Harper. Box and Harper waited Wednesday for hours to testify before being told to return May 25.
The grand jury in March heard testimony from a third stepson, Daniel Mitchell. He found his stepmother's body late Nov. 2 inside his father's home.
The grand jury in March also heard testimony from Teddy Mitchell. Teddy Mitchell was traveling to California when he learned of his wife's death, friends have said.
Julie Mitchell, 34, died from multiple blunt force trauma to her head, an autopsy report shows.
Her body was in the master bedroom closet of her husband's $359,000 house in northwest Oklahoma City. Her 1-year-old daughter, London, was in a pool of blood next to the body. The girl was not harmed.
About $30,000 was missing from a closet safe, according to Bobby Jackson, the attorney who represented Teddy Mitchell at the grand jury.
Police have described Teddy Mitchell, 56, as a suspected sports bookie. “It's common knowledge now that he was involved in bookmaking and things like that,” Oklahoma City Police Chief Bill Citty told KWTV-9 in November.
Spokesmen for the U.S. attorney's office and the FBI on Wednesday said they could not confirm nor deny that there is a gambling investigation under way.