The actor's body was discovered in a Bangkok closet June 4. His death was categorized as an autoerotic asphyxiation act gone wrong.
The New York Post said the fact he had been interviewed for the BIO series, which is to premiere Oct. 3, was not publicized until this week.
In the interview, Carradine claimed the ghost of Dana, the dead husband of his fifth and last wife, Annie, haunted the couple's bedroom closet, the Post said.
"I think (Dana) was hanging out in the closet, and sometimes when I walked into that closet ... it would be cold in there, unreasonably cold," Carradine reportedly said in the footage.
"(We) decided not to make a huge deal of it at the time ... because we didn't want to seem like we were just rushing into something to exploit (Carradine's) passing," the newspaper quoted Rob Sharenow, BIO's senior vice president of programming, as saying about the decision not to air the show right after the actor's death. "We wanted to be respectful, first and foremost, and to roll the show out as planned."
Other celebrities to appear on the series will be Joan Rivers, Scott Baio and Carrie Fisher, the Post said.
"We're absolutely going to feature the Carradine story prominently the week it airs," Sharenow said. "It's in the first episode, and it was always going to be in the first episode. While we don't want to appear as if we were exploiting his misfortune ... we don't want to be shy about talking about it. It's extraordinary -- and people are going to notice it."