Magu said officers under the current administration are being investigated without them knowing.
Magu said the Commission is able to investigate those serving under the current administration because the APC-led government has the political will to fight corruption.
He stated this in Kaduna on Tuesday, October 25, when he paid a courtesy visit to the National Union of Textiles and Garment Tailoring Workers of Nigeria in the state.
The EFCC boss said the President told him not to spare anybody no matter how highly-placed, stressing that the Commission's fight against corruption is not selective.
Magu said: "We have cause to investigate, and in fact, we are investigating even those that are in government without them knowing.
"The President has given me the mandate to investigate every Nigerian, irrespective of his political affiliation.
"The fight against corruption is designed and structured to boost confidence in the economy as well as to attract investors both within and outside the country."
Earlier in his remarks, the General Secretary of the Textiles Workers Union, Alhaji Issa Aremu, had said the anti-corruption war should not be seen as the EFCC and the ICPC's job alone but a collective effort.