Mary-Kate Olsen does not wish to be interview by federal agents over the death of Heath Ledger unless she receives immunity from prosecution, according to latest reports.

Police are keen to speak to twin, who was romantically linked to the tragic actor at the time of his death in January, because she was the first person called after her masseuse discovered Ledger's body in his New York apartment.

According to the New York Post, Olsen "has refused to speak" and her lawyer, Michael Miller, reportedly claims she won't be interviewed "unless she gets immunity, exercising her constitutional rights".

Miller tells the publication: "We are not going to comment on whether there is a criminal investigation."