"Because the investigation is under way, I cannot disclose any details. Obviously, Secretary Ao has abused his power for personal gains," Ho said.
Ao, who has held his position for seven years, was arrested on Wednesday night by the Macau Commission Against Corruption for allegedly taking bribes and engaging in illegal financial activities, a government statement said.
Ho said other people were involved but no other civil servants have been implicated.
Edmund Ho, Macau's chief executive,
recomended Au be sacked
Beijing-appointed Ho had reported the arrest to the authorities in the Chinese capital and recommended that Au, 50, be sacked.
Hong Kong's government broadcaster, RTHK, quoted Macau's anti-graft agency as saying that more arrests were made in Hong Kong and that bank accounts in Hong Kong were being investigated.
Hong Kong's Independent Commission Against Corruption confirmed it had assisted the investigation.
Macau has been a largely autonomous region of China since sovereignty switched to Beijing in 1999 after more than 400 years under Portuguese rule.
It includes a peninsula and two small islands about 60km west of Hong Kong. It is the only place in China where casino gambling is legal.
Before its return to China, the territory was plagued by violent turf battles between triad gangs.
Since the handover, the once-frequent shootouts have become rare. US investigators have said that Macau has been used as a base by North Koreans laundering money in the territory's banks.
Washington has imposed sanctions on a Macau bank that served North Korean companies.