Armstrong reportedly confessed to Winfrey during their recording on Monday that he took performance-enhancing drugs during his professional cycling career.
Federer is in Melbourne this week as he aims to win an 18th Grand Slam title but admitted that he is keen to hear Armstrong's answers when the interview is televised on Thursday night in the United States.
The Swiss star told reporters: "I'd be intrigued just to hear the interview really.
"It's obviously been a difficult situation for the whole of the sport and for [Armstrong] and all the people involved."
Armstrong's interview with Oprah can be seen live in the UK on the Discovery Channel at 2am on Friday morning.