Court sources said on Monday that Judge Carlos Cerda ordered the arrest of Lucia Hiriart, Pinochet's wife, and all of their children on charges of filing "maliciously incomplete" and false tax declarations related to millions of dollars.
Cerda also ordered the arrests of Monica Ananias and Oscar Aitken, a personal secretary of Pinochet and the former executor of Pinochet's will.
Pinochet's family will be detained until Tuesday at least, when an appeals court will decide whether to grant them bail.
Pinochet was charged last year with evading taxes on an estimated $27 million he hid in foreign accounts.
Observers say Pinochet, 90, may end up facing prosecution for tax crimes before any of the human rights charges that have mounted against him but for which he has escaped prosecution for health reasons.
Marco Antonio Pinochet (C) was
previously idicted for tax evasion
Pinochet's wife and one of his sons were previously indicted as accomplices in tax evasion, accused of using false documents and passports to help move the money among secret accounts.
His wife was briefly detained, and one son was jailed for a few weeks in August until he was released on bail.