The 65-year-old was found dead in the garden of his gated home in South Weald in June 2015.
Although Essex Police originally thought he died of natural causes, it emerged he had been shot six times.
Police said they had questioned a man originally from Tyneside but currently living in southern Spain.
The force says the man was not arrested but volunteered to be interviewed at a police station in the UK. The force did not specify which police station he was interviewed at.
The interview took place on Saturday morning.
An inquest into Palmer's death concluded he was unlawfully killed. Police have said his shooting had "all the hallmarks of a professional hit".
Palmer, once described as Britain's richest criminal and thought to have been worth £300m, got his nickname after he was arrested on suspicion of melting down gold from the Brink's-Mat robbery, although he was never convicted.
The robbery in 1983 took place at Heathrow Airport when £25m worth of gold was stolen. At the time it was the biggest robbery to have ever taken place in the UK.
The former scrap metal dealer, from Olton, near Birmingham,  who was one of seven children, was said to have melted the metal down in the back garden of his mansion at Lansdown near Bath.
However, he denied knowing it was stolen and was acquitted in 1987, blowing kisses to the jury from the dock when the verdict was delivered.
Worth about £500m in today's prices, most of the gold has never been recovered and the case remains open.
In 1997 Palmer was arrested in Tenerife, and returned to the UK to face charges related to a large-scale timeshare fraud.
In May 2001 he was sentenced to eight years in prison and ordered to pay a record confiscation order of £33m.

The France player's emoji was shown on advertising boards around the pitch in his side's 1-1 draw with Liverpool.
Pogba, 23, missed a first-half chance and conceded a penalty at Old Trafford.
"Social media is part of the game now," said forward Ibrahimovic, who scored the late equaliser on Sunday.
Pogba, who re-signed for United for a world-record £89m in August, referred to his performance against the Reds with a Facebook post on Monday, saying: "I'd like to thank the supporters who are always there and keep believing in me. At least we did not lose."
Former Sweden striker Ibrahimovic, 35, has 4.3m followers on Twitter, which is 1.24m more than Pogba.
"I think Paul likes the pressure because without it, we would not be on our toes," said Ibrahimovic. "If you want to play at the top, the pressure is 24 hours and if you play well the pressure becomes even greater."
Ibrahimovic said pressure from the press and fans has little impact on top players, adding that he personally puts more pressure on himself.
"I want to be more than perfect, in every game and even in training," he added.
Ibrahimovic's equaliser on Sunday was his 14th Premier League goal of the season. It puts the former Barcelona and Inter Milan forward level with Chelsea's Diego Costa and Alexis Sanchez of Arsenal at the top of the Premier League Golden Boot standings.
"Me winning something and not my team-mates is not the way I want it," he added.
"I'd prefer Manchester United to be first in the table and me to have five goals with the media saying 'He can't do it in the Premier League'. I am here to win."
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A 50-year-old man has been questioned on suspicion of the murder of notorious criminal John "Goldfinger" Palmer, detectives have said.
[NEXT_CONCEPT]
Manchester United midfielder Paul Pogba would not have felt any extra pressure on Sunday after launching his own Twitter emoji, according to team-mate Zlatan Ibrahimovic.