Colon, speaking after Friday night's Red Sox-Yankees game, referred all questions about the surgery to the Major League Baseball Players Association.
"They know the right and wrong of the situation," Colon said through an interpreter. "They know more so you can get anything that you may need from them."
The Players Association has been in touch with MLB regarding the investigation.
A players' association spokesperson declined comment late Friday night.
Questions about the surgery arose earlier this week after the New York Times reported that the doctor who performed Colon's surgery has used human growth hormone in the past.
The Times reported on Wednesday that Joseph R. Purita, an orthopedic surgeon based in Boca Raton, Fla., treated Colon in April 2010 with a technique that used fat and bone marrow stem cells. The Times said Colon was injected in his elbow and shoulder and reported that Purita had used HGH in previous procedures.
Purita told ESPNNewYork.com's Andrew Marchand that he did not inject Colon with HGH and is willing to take a lie detector test to prove as much.
Dr. Leonel Liriano, another doctor involveded in the surgery, said he would be willing to share the medical records from the procedure with MLB investigators. He added that he has video that shows the whole process.
"Tell the major league office, they can come down here, no problem," Dr. Liriano told ESPNNewYork.com.
Colon had the surgery at Clinca Union Medica in Santiago, Dominican Republic. There was no charge. Purita said he did it this way because he was working with a medical company called Harvest Technologies, which is based in Massachusetts.
Colon, speaking through an interpreter on Friday night, said he was "sure" of himself on Friday when asked if the recent reports have been a distraction. It was unclear if he was referring to the shoulder surgery.
What is clear is Colon's value to the Yankees right now. The veteran right-hander is a key piece in the Yankees rotation, which has been without Phil Hughes since mid-April due to a mysterious arm ailment.
Colon (2-2, 3.74) pitched well on Friday but took the loss thanks to some shoddy bullpen work.
The 37-year-old allowed five hits and three runs (two earned) in six innings. He walked three and struck out four.
His biggest mistake was a fastball to Adrian Gonzalez to open the fourth inning that Gonzalez blasted into the seats in right field. The second run in the inning was scored by Kevin Youkilis, who struck out swinging but advanced to first on a passed ball.
Colon was pulled after allowing a leadoff single to Jarrod Saltalamacchia in the seventh.
Joba Chamberlain relieved Colon and allowed a sac fly to Gonzalez and a two-run homer to Youkilis.
"I feel good because I did everything good to help the team," Colon said.
Colon said "the only mistake I made" was the 91 mph fastball that Gonzalez deposited into the right-field seats.
Ian Begley is a regular contributor to ESPNNewYork.com.