Thirteen people were killed by members of the Parachute Regiment on the day of the incident in Derry's Bogside in 1972.
Another victim of the shootings died in hospital four months later.
Northern Ireland police launched the murder investigation in 2012.
It was initiated after a Government-commissioned inquiry, undertaken by Lord Saville, found none of the victims was posing a threat to soldiers when they were shot.
Following the publication of the Saville report in 2010, Prime Minister David Cameron apologised for the Army's actions, branding them "unjustified and unjustifiable".
Last September, the PSNI told bereaved families they intended to interview a number of former soldiers about their involvement on the day, however, their progress has been thwarted by legal action.
A 66-year-old was the first soldier to be arrested last year as part of the investigation. He was held in Co Antrim and later released on police bail. The arrest was welcomed by relatives of those killed.
A petition calling for soldiers involved in Bloody Sunday to be granted immunity from prosecution has gained tens of thousands of supporters.
Detective Chief Inspector Ian Harrison confirmed: “Detectives from Legacy Investigation Branch investigating the events of Bloody Sunday will commence interviews with 8 former military personnel in March.”