Byron Case spoke to police a few times by phone, and twice in person during the course of the investigation into the murder of Anastasia WitbolsFeugen. The first time he was interviewed in person was on October 24, 1997,⁽¹⁾ two days after Anastasia's murder. After that, he consistently refused to speak to police detectives, inisting that his first statement would do. He finally spoke with JCSD Detective Gary Kilgore on July 29, 1999,⁽²⁾ only after his attorney had received a written promise from an Assistant Jackson County Prosecutor that nothing Case said to police in that interview would be used against him by the Prosecutor's Office. He was not specifically offered immunity, nor did he at any time invoke his right to silence under the Fifth Amendment.

Case insisted after his audiotaped conversation with Kelly Moffett on June 5, 2001,⁽³⁾ in which he made a tacit admission, was in violation of the immunity he had been promised; the Appellate court disagreed with his interpretation.⁽⁴⁾