The interview was scheduled take place at the FBI's Los Angeles field office, Sheriff Joseph Lombardo of the Las Vegas Metropolitan Police Department said Wednesday morning. Danley's attorney is expected to put out a statement afterward.
Danley arrived late Tuesday at Los Angeles International Airport from the Philippines. Her sisters told CNN affiliate Seven Network Australia encouraged her to leave the United States before his attack that left 58 people dead on Sunday.
"She was sent away. She was sent away so that she will be not there to interfere with what he's planning," one of Danley's sisters told Seven News from their home in Australia's Gold Coast region.
"In that sense, I thank him for sparing my sister's life," she said, adding that Danley was "really in love with Steve."
The two sisters, who spoke to Seven News exclusively, did not want to be identified by name and requested their faces be blurred.
The sisters' comments could provide some insight into what Danley may tell investigators at the interview.
Danley arrived late Tuesday at Los Angeles International Airport from the Philippines. She was to be questioned later at the FBI's Los Angeles field office, Sheriff Joseph Lombardo of the Las Vegas Metropolitan Police Department said Wednesday morning.
One sister told Seven News said that Danley didn't know anything ahead of the shooting.
"She didn't even know that she was going to the Philippines, until Steve said, 'Marilou, I found you a cheap ticket to the Philippines.' "
She added Danley was likely "even (more) shocked than us" by his actions. Still, the sister left open the possibility that the interview would be helpful to investigators.
"Of all the people that they have interviewed ... no one can put the puzzles together -- no one -- except Marilou, because Steve is not here to talk anymore. Only Marilou can maybe help," she said.
"If Marilou was there, this, maybe, as well, didn't happen because she won't let it happen."
Danley working with authorities, sister says
After Sunday night's attack, authorities in the United States, the Philippines and Australia joined efforts to search for Danley, hoping she might shed some light on the motive behind the deadliest mass shooting in modern US history.
The search for Danley initially spanned several countries, with conflicting reports she could have been in Japan or the Philippines at the time of the shooting.
Danley, 62, who travels on an Australian passport, arrived in the Philippines from Tokyo on September 15, then left for Hong Kong on September 22 and flew back to the Philippines on September 25, said Maria Antoinette Mangrobang, a spokeswoman for the Philippine Bureau of Immigration.
Authorities in the Philippines had communicated with the FBI and the US Department of Homeland Security regarding her travel, the spokeswoman said.
In the Seven News interview, one sister said Danley was working with authorities and would willingly answer their questions.
"She's a good person, a gentle soul, a mother, a grandmother, a sister, a friend," the sister said, adding that Danley was having trouble coping with the tragedy because "she's a very weak person."
Lombardo, the sheriff, said Tuesday that law enforcement authorities had been in communication with Danley and anticipated "some information here from her shortly."
$100,000 wired to the Philippines
Paddock had recently wired $100,000 to the Philippines, a US law enforcement source confirmed to CNN. Officials weren't immediately able to learn the precise date of the transfer, and the FBI was working with Philippine authorities on the matter, the source said.
Photos from 2013 show Paddock visiting the southeastern Asian island nation.
So far, police believe Paddock acted alone -- which could make his motive more difficult to determine.
In the immediate aftermath of the shooting, police described Danley as a "traveling companion" of the shooter.
Danley's sisters said they had met Paddock two or three times.
"(He was) very quiet, not sociable. He keep to himself. One question, you get your answer directly. That's it," one sister said.
"It's a pity, though, because he's the only one really who can answer this," she said. "But he cheated. He cheated. He escaped and (left) us here putting (pieces of) the puzzles together."
'Good and gentle person'
Danley lived with Paddock in Mesquite, Nevada, northeast of Las Vegas. It's unclear when the couple met.
In February 2015, Danley filed a joint petition for divorce with her now ex-husband, whose surname she has kept, court records show.
At the time, Danley was living in Reno, Nevada, according to the court documents. At one point, she worked at the Atlantis Casino Resort Spa in Reno, which said she left the company "several years ago."
The daughters of Danley's ex-husband described their former stepmother as a "good and gentle person," they told CNN affiliate KHBS
"I know she has to be devastated about what has happened," Dionne Waltrip said, adding that the family has received death threats after her father was erroneously identified online by some as the shooter.
"This is a horrific event, and our hearts and prayers go out to everyone impacted by this terrible act," Waltrip said. "Our family doesn't know Stephen Paddock, and has no knowledge of Marilou's relationship with Mr. Paddock."