Did he show any personal conflict?
A casual search of available web articles regarding your question indicate that Roosevelt was at least aware of dissenting voices within his own cabinet that were against the idea of internment, such as Attorney General Francis Biddle and Gen. Mark Clark, the Army's deputy chief of staff. However, Roosevelt went ahead and signed E.O. 9066 anyways. The 1980s U.S. Congress established the Commission on Wartime Relocation and Internment of Civilians which concluded in its final report that internment was motivated by "race prejudice, war hysteria, and a failure of political leadership." http://www.tabletmag.com/jewish-news-and-politics/162780/roosevelt-japanese-internment
Also of interest are these primary documents available through the Franklin D. Roosevelt Presidential Library and Museum. The documents demonstrate the general fear of immigrants from axis countries, and in particular Japanese "aliens." http://www.fdrlibrary.marist.edu/archives/pdfs/internment.pdf. Perhaps this does not directly answer your question, but at least it offers some clues about FDR's worldview and recognition of dissenters. Signing the order for internment should by itself be enough evidence to demonstrate what he thought about the idea of American values for Japanese immigrants.