Nel's lawyer, Ian Small Smith, told the Sapa news agency that the charges related to offences allegedly committed between 2004 and 2005.
An urgent application would be filed to the Pretoria high court for his release, "on the basis that the warrant of arrest is malicious and that the police obtained the warrant in bad faith," Small Smith said.
"His subsequent detention is unlawful and the court would be urged to order his release."
Nel led the Scorpions' recent investigation into Jackie Selebi, the national police commissioner.
At one stage in the inquiry a warrant was issued for Selebi's arrest, but it was subsequently cancelled pending the outcome of a review into the whole inquiry.
Moketedi Mpshe, acting head of the National Prosecuting Authority, told Talk Radio 702 that the arrest had nothing to do with Nel's conduct in the politically sensitive Selebi case and would have no bearing on whether the police chief is charged.
Opposition politicians and the media have called for the dismissal of the embattled police chief, who is also the president of Interpol, after he acknowledged his friendship with Glenn Agliotti, a convicted drug smuggler.
Nel headed an investigation into the murder of Brett Kebble, a mining magnate, which led to the arrest of Agliotti.