Trump calls the case the biggest witch hunt in US history and says his company and himself are being attacked from all sides.
"Banana republic!", he writes on his social network Truth Social Network.
The civil investigation is led by the director of the New York State Department of Justice, Letitia James.
She has said she has found "significant evidence" that the Trump Organization has overvalued assets to obtain loans, and undervalued them to reduce taxes.
In May, Letitia James' office announced that the investigation was nearing completion and that Donald Trump's testimony was one of the few missing pieces.
Two of his grown children, Donald Junior and Ivanka, have testified in the investigation in recent days, according to information from people with access.
The other day, the FBI raided Donald Trump's Mar-a-Lago property in Florida in a completely different legal case in which he is being investigated.
According to son Eric Trump, the raid was linked to documents his father took with him when he left the White House last year.