"He is still on the run," said a source from the Mauritanian police.
Security sources said a car with five or six people managed to get away during Monday night's clash, under the cover of fire from men inside the house.
Security officers said, they later found a wounded man in an abandoned car and one of their officers mistook him to be Sidna.
Sidna had earlier escaped from a courthouse last week, after an interrogation session.
Government committed
The Mauritanian government has, meanwhile, announced that it would crack down heavily on extremists.
Aziz Ould Dahi, a government spokesman, said: "I want to affirm in the name of the republic and in the name of our government, our determination to fight terrorism in all its forms, and our willingness to continue to meet it with force."
Another source from the Mauritanian security force added, on conditions of anonymity, that these were the first raids where the government had used many small aircraft to hunt down the suspects.
"Planes were used for the first time on Tuesday to comb through dunes by the seashore and north of Noukachott, where the runaway terrorists can naturally take refuge," said the source.
Mauritania has seen little terrorism so far.
However, increasing security concerns led to the cancellation of the Lisbon-Dakar rally, which was due to pass through Mauritania in January this year.