Kathie Durst was 29 when she vanished in January 1982 from the couple's South Salem, New York, home. No one was ever charged in the case, and she was declared legally dead in 2017.
Durst, 78, was sentenced last week in Los Angeles County to life in prison for the 2000 murder of his longtime friend Susan Berman. Prosecutors said Durst killed Berman because she was going to speak with investigators about how she helped cover up the death of Kathie Durst.
Authorities reopened the Kathie Durst case in 1999.
A grand jury in Westchester County, New York, was empaneled last week and has started hearing witness testimony in the Kathie Durst case, a person familiar with the matter told The Associated Press. The Westchester County District Attorney's Office declined to comment to Fox News on the matter.
Fox News has also reached out to lawyers for Durst.
The real estate heir has faced numerous legal problems over the years. He was acquitted of killing a man while living in a Texas boarding house but was found guilty of chopping him up and tossing his remains out to sea.
Prosecutors alleged Durst was hiding in Texas under an alias to avoid possible criminal charges after investigators reopened the case of his missing wife and that he killed the man after he found out his true identity.
Before he was sentenced last week, Los Angeles County prosecutors pleaded with Durst to reveal what happened to Berman and his wife to give their families closure.
The Associated Press contributed to this report.