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The former slugger has refused to meet with Mitchell and his investigators, a source told the newspaper.
"They're getting no cooperation from McGwire," the source told the Daily News on Friday. "He wants nothing to do with this. He doesn't want to talk to them. He doesn't want his people to talk to them."
Mitchell, the former Senate majority leader, was appointed in March by commissioner Bud Selig to lead the league's investigation into steroids in the sport.
He and his investigators have talked to baseball personnel, including Orioles manager Sam Perlozzo. His investigation, however, cannot compel testimony.
The legal supplement androstenedione was found in McGwire's locker eight years ago, the season he broke Roger Maris' season home run record. When asked about steroids during a congressional hearing in 2005, McGwire said "I am not here to talk about the past."
He did say, however, that he would help discourage young athletes from taking non-prescribed drugs.
The Associated Press contributed to this report.