The BBC said that Sexwale's representative told the broadcaster, "The FBI said he needed to appear and he went as a potential witness."
A spokesman for Sexwale did not return a call for comment. The Brooklyn U.S. Attorney's Office and the FBI did not return calls for comment.
The BBC report came hours after former FIFA president Sepp Blatter and the head of European football Michel Platini were banned by FIFA for eight years for ethics violations.
FIFA was thrown into turmoil in May when U.S. prosecutors announced the indictment of 14 people, including football officials with FIFA positions and sports marketing executives, on bribery or kickback-related offences. Earlier this month, 16 more people were charged by the U.S. over bribery schemes for marketing and broadcasting rights, including football bosses from across South and Central America.
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Prosecutors say that South Africa paid Warner $10 million as a bribe to secure the right to host the 2010 World Cup.
South Africa has confirmed that it gave the money, but has said the payment was not a bribe as U.S. prosecutors allege.
(Reporting by Noeleen Walder; Additional reporting by Simon Evans; Editing by Martin Howell)
