Kyrgyzstan's interim government said Bakiyev confessed "his involvement in the recent mass disorder in the south of the republic" during his first interrogation.
The new leadership, which took power in an April uprising that ousted Kurmanbek Bakiyev, has offered up to $100,000 for the capture of his relatives.
The former president is currently in exile in Belarus.
The interim government has accused the Bakiyev family of instigating the June clashes between majority Kyrgyz and minority Uzbeks in the south of the former Soviet state, in which at least 300 and possibly hundreds more, were killed.
Bakiyev's nephew Sanjar has been in jail since June, while Kyrgyzstan has demanded that Britain extradite Maxim Bakiyev, one of the former president's three brothers.
Police are still hunting for Janysh Bakiyev, another brother and former head of the presidential guard.
Janysh Bakiyev is accused of ordering security forces at the presidential building in Bishkek, the capital, to open fire on the anti-government street protesters who brought the new government to power.
Voters last month approved in a referendum a constitutional change that will make Kyrgyzstan a parliamentary democracy.
Elections to parliament are scheduled for October.