Earlier, TV images showed him entering a district court amid heavy security.
On Thursday a court ordered his arrest over an attempt to impose house arrest on judges in March 2007.
It was an unprecedented move against a former army chief who ruled the country for almost a decade, the BBC‘s Orla Guerin in Islamabad says.
Mr Musharraf has described the cases against him as politically motivated.
Although he was present at court on Thursday when the warrant was issued, police made no attempt to arrest him and he rapidly returned to his home on the outskirts of the city.
On Friday morning, according to his aides, Mr Musharraf went to a district court escorted by his security detail and submitted himself for arrest to comply with Thursday’s court order.
Police said the arrest had taken place overnight at his home.
His legal team say they will challenge the arrest order in Pakistan’s Supreme Court.
Last month Mr Musharraf returned from years of self-imposed exile hoping to lead his All Pakistan Muslim League (APML) party into the general election next month.
Earlier this week his candidacy was rejected in Chitral, one of four seats he had applied to contest.
Mr Musharraf had already failed in an attempt to stand in three other seats.
The case for which he has been arrested relates to his controversial decision to dismiss judges – including Chief Justice Mohammad Iftikhar Chaudhry – when he imposed emergency rule in 2007.
He also faces several other criminal cases and had been trying to stave off arrest ever since he returned.
The Pakistani Taliban have also vowed to assassinate the former president, who seized power in a 1999 coup.