The president said he met the British socialite "numerous times over the years".
Labour leader says Duke of York "will have to justify his own actions”.
Maxwell was arrested by the FBI on Thursday.
It comes after US attorney Audrey Strauss said she would "welcome" talks with the Duke of York following the arrest of Ghislaine Maxwell.
The Cats star stole the spotlight with her speech during this year's awards show.
Prince Andrew Says He Offered To Help US Authorities At Least Three Times With Jeffrey Epstein Inquiry
Lawyers for the Duke of York said he had offered to assist the Department of Justice three times this year already.
The Newsnight presenter explained she wanted to use a “forensic” approach when questioning the Duke Of York.
He also let one woman wave from the balcony of Buckingham Palace, according to The Daily Beast.
The Duke of York retired from the Navy in 2001 but it is tradition for members of the royal family to continue to receive military promotions as they age.
Windsor councillor who supports Royal Family rejects diktat as "wholly inappropriate in the prevailing circumstances".