A federal judge greeted a tired Lucia Pinochet Hiriart, 60, as she arrived from Buenos Aires, where she made a brief stopover after being sent back from Washington late on Friday.
"Ms Lucia, how nice that you've arrived, please come with me so that I can arraign you," Judge Carlos Cerda, who is handling the tax case against the Pinochet family, told her as she came off the plane.
Pinochet Hiriart, dressed in a light pink shirt and cream pants, was then taken to a detention centre in downtown Santiago where she will be held until a decision is made on bail.
She had fled Chile for neighbouring Argentina by car on 22 January, a day before her mother and four siblings were arrested on charges of tax evasion and fraud. They have since been released on bail.
"Ms Lucia, how nice that you've arrived, please come with me so that I can arraign you"
Judge Carlos Cerda
She then flew to Washington, where she was detained at Dulles International Airport on Wednesday and requested political asylum.
Pinochet Hiriart withdrew her asylum request on Friday, and US officials ordered her to return to Argentina - the last country she was in before she arrived in Washington.
"There was so much being said about me in Chile that I preferred to come and show my face and clear the air," Pinochet Hiriart said when she was asked why she withdrew her asylum request.
Tax fraud charge
Pinochet Hiriart has been charged in Chile with tax fraud related to about $1 million in undeclared taxes and falsification of documents in a widening tax evasion and fraud investigation involving the Pinochet family.
Augusto Pinochet is under
investigation in dozens of cases
The accounts came to light after a US Senate investigation of banking irregularities at the now-defunct Riggs Bank, based in Washington.
The family says it is the victim of political persecution by judges trying to get at retired general Pinochet, 90, who took power in Chile in a 1973 military coup that toppled elected socialist President Salvador Allende.
Pinochet has been blamed for the deaths of as many as 3000 Chileans and the torture of tens of thousands during his 17-year rule.
He was charged last year with evading taxes on an estimated $27 million hidden in foreign accounts and also faces charges on human rights abuses in dozens of cases. Prosecutors say Pinochet and his family stashed millions of dollars in more than 100 bank accounts outside of Chile.