Platini, the president of European football's governing body, spent around two hours at the prosecutor's office in the canton of Vaud. He was followed by general secretary Gianni Infantino.
"The president is really happy to have answered questions from the prosecutor as a witness," UEFA spokesman Alexandre Fourtoy told reporters.
"We will not further comment so that justice can gather all the information and draw its conclusion."
Sion were kicked out of the Europa League by UEFA for fielding ineligible players in their playoff tie against Scottish side Celtic in August.
They lost an appeal to UEFA against the decision but, defying FIFA and UEFA rules which ban clubs from taking their cases outside sporting tribunals, won an injunction in their favour at a Swiss court.
UEFA has so failed to reinstate Sion and been ordered to pay 1,000 Swiss francs ($1,113) for each day that the court order is not carried out.
It has argued that its own statutes prevent it from overturning a decision made by its independent disciplinary tribunal.
On Monday, UEFA sent the court a document suggesting ways in which Sion could be integrated into Group I of the competition, where Celtic took Sion's place alongside Atletico Madrid, Rennes and Udinese.
All of them would involve disruption to the tournament with extra fixtures for the clubs in the group as Celtic would keep their place in the tournament.
One possibility would involve cancelling all the matches played so far in the group, which could seriously discredit the competition and inconvenience the other teams involved.
UEFA wants the case to be taken to the Court of Arbitration for Sport (CAS) and said it would reintegrate Sion if the Swiss club won the case there.
It added that the other clubs in the group should be considered as interested parties.
"UEFA has already organised a meeting with the four clubs involved on Friday to discuss the various scenarios... should FC Sion win the case on the merits at the CAS," said UEFA.
