Reports said Magu, who was dressed in a white 'Babaringa' left the Villa without speaking to journalists.
According to Daily Trust, Magu, whose sack was rumoured last week, was clad in a white babaringa and left the Presidential Villa without speaking to newsmen.
The Senate had refused to confirm Magu as the anti-graft agency's chairman due to a report from the Department of State Security (DSS) which indicted him.
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Buhari has since directed the Attorney-General of the Federation and Minister of Justice, Abubabar Malami, to investigate the matter.