"We have to fulfill our obligations towards The Hague tribunal," Veljovic said.
Rasim Ljajic, the minister in charge of Serbian co-operation with the ICTY, said the raids were aimed at finding evidence to locate Mladic.
"Let me be clear, we are not looking for Ratko Mladic. We are looking for traces, proof, documents and any kind of evidence that could lead to Ratko Mladic," Ljajic said.
"These actions will be conducted during the day, and in the coming days, and they will not stop until the two remaining indictees are found and delivered to The Hague-based tribunal."
The Serbian operation comes a day after Nato peacekeepers in Bosnia raided the home of Radovan Karadzic's wife, in relation to the hunt for Mladic.
"We have reason to believe that Karadzic's and Mladic's network overlap... and we wanted to talk to members of [the] Karadzic family about possible communication with Mladic's support network," a Nato spokesman said.
"It was a very worthwhile operation," he added without elaborating on the operation in Karadzic's wartime stronghold of Pale, a village near Bosnia's capital Sarajevo.
Karadzic, the political leader of Serbs during Bosnia's 1992-1995 war, was captured in Belgrade in July. He is awaiting trial in The Hague.
Mladic, 66, is wanted for genocide, war crimes and crimes against humanity by the ICTY for his role in the Bosnian conflict.
Mladic and Karadzic are linked to some of the worst atrocities in Europe since World War II, including the July 1995 Srebrenica massacre of 8,000 Bosnian Muslims and the siege of Sarajevo that claimed more than 10,000 lives.
Co-operation with the ICTY, including the capture of war crimes indictees, is a pre-condition for Serbia's hopes of closer relations with, and eventual membership of, the European Union.