The four detainees, presidential guard head Mustafa Hamdan; former general security chief Jamil al-Sayyed; ex-internal security head Ali al-Hajj; and former army intelligence director Raymond Azar, were arrested earlier this week.
They were brought to the high court in handcuffs on Friday to begin their interrogation session with investigating judge Elias Eid, judicial sources said.
After their interrogation, Eid must examine the case and then decide if the four are to be charged with a criminal offence, at which point they would be sent to court for trial.
Critics say all four were put into their posts by Syria to ensure the political domination of its tiny neighbour, which ended in April when international pressure forced Damascus' troops to leave Lebanon after a near 30-year presence.
Prosecutors on Thursday opened a formal criminal investigation against the four, all seen as close allies of Lahoud, in the first major step towards pressing charges and bringing them to trial.
"Lahoud is in a hopeless position," said member of parliament Elias Atalah, a leading critic of the president.
(L-R c'wise): al-Sayyed; al-Hajj;
Azar; MP Nasser Qandil; Hamdan
"No party in Lebanon will dare to defend him or support him even if they were his ally in the past."
The assassination of al-Hariri in a massive Beirut bomb blast in February has been widely blamed on Syria and its political allies in Lebanon at the time, charges vehemently rejected by Damascus.
Detlev Mehlis, the head of the UN commission assisting the Lebanese authorities with the inquiry, has said that Lahoud is not a suspect and the president vowed on Thursday to stay in office.
The German prosecutor has described the arrest of the four men as a "a very important step" but also cautioned that they were only "part of the picture" and the case was far from over.
But a major row appeared to have erupted between Lahoud, Mehlis and anti-Syrian politicians over whether the four men should be kept in detention as the investigation continues.
UN investigator Mehlis wants the
four generals kept in detention
A call by Mehlis for the four to be kept in detention for the purposes of the investigation and for their own security was rebuffed by Lahoud, who issued a statement urging for the probe to be wrapped up as soon as possible.
This in turn aroused strong statements defending the independence of the judiciary by Saad Hariri, son of Rafiq al-Hariri and the leader of Lebanon's election winning coalition, as well as Prime Minister Fuad Siniora.
"The attempts by Lahoud to influence the judicial authorities have rebounded back on him: judicial proceedings have been opened against the four and Siniora and Hariri have attacked him," said the Al-Liwa daily.
"The probe started against them have sparked a problem which will mean growing political tension and augurs worrying developments," said the bestselling daily An-Nahar.