He also said his office received full briefing and gave backing to the arrest of some judges by the Department of State Services over allegations of corruption last month.
Malami made these clarifications in Abuja as he appeared before an ad hoc committee of the House of Representatives at the National Assembly.
The committee, which is chaired by Garba Dhatti, is investigating all cases of invasion of property and arrests of persons by the DSS from May 2015 till date.
The AGF said there were reasonable grounds to justify the judges' arrest, looking at the high number of petitions that had been received by his office, DSS, EFCC and other anti-graft agencies.
Citing Section 15 (5) of the 1999 Constitution, he stated that the state had a responsibility to halt all acts of corruption and could deploy any agency with the capacity to achieve that purpose.
He also said the state waded into the matter after the National Judicial Council was duly notified but was not willing to act.
Malami also told the session that judges had no immunity against prosecution, adding that there was no requirement of law which stipulated that only the EFCC must investigate financial crimes.
“When issue of commission of corruption practice is established, the executive has the responsibility of investigation without recourse to the judiciary.
“That is how the idea of taking the advantage of Section 15 (5) arose.
“I asked the EFCC and the DSS and another agency to investigate because they were in receipt of several petitions on the same subject and I was informed by the DSS before the search and arrest and I did not object.”
Malami further disclosed how he received reports on the raids.
He said, “The DSS presented a formal report to me before and after effecting the search and arrest; they informed me that the operation will be done at any hour without restriction.
“I had no objection that the operation would be carried out at night because I have taken time to go through the administration of Criminal Justice Act and I was convinced that this operation can be conducted at any hour, any moment without restriction.
“I didn’t have to inform the Inspector-General of Police or Commissioner of Police in the State about the DSS operation because they were also under the same constitutional obligation to act. One of the agencies had investigated, came up with a report and I was convinced.”