Stevens had his attorney present.
Police earlier said he might assist them in an attempted murder case.
Captain Sandra Janse van Rensburg, says Stevens' 43-year old wife, Anne-Marie was stabbed inside her vehicle in a street in front of her home in Sydenham on Wednesday night.
She is still in hospital in a serious condition.
Janse van Rensburg says Stevens was accompanied at the police station by his lawyer.
She says he shot and killed his first wife and her friend 15 years ago, but was acquitted on both charges, after the judge found that he had suffered a psychotic breakdown.
