Al-Dulaimi's son, Maki Adnan al-Dulaimi, and about 30 other people were arrested on Friday.
US forces and the Iraqi government have said they asked al-Dulaimi to stay at home for his own safety after Iraqi troops arrested dozens of his bodyguards and aides under suspicion of links to a car bomb found near his office.
Al-Dulaimi told Reuters news agency that troops guarding his house were preventing him from leaving but the government denies he is under house arrest.
Ali al-Dabbagh, a government spokesman, said: "There are no orders to place Dr Adnan al-Dulaimi under house arrest. He has parliamentary immunity and the government respects the immunity.
"He is in custody for his own protection and because there are investigations going on."
The Accordance Front warned that the crackdown on its leader and his supporters could derail Iraq's political process.
"It will increase political tension at a time when Baghdad is relatively peaceful," the Front said in a statement before the walkout.
Iraqi government figures showed the number of civilians reported killed in November had fallen by 30 per cent from the previous month to 538, the lowest number recorded since sectarian bloodshed exploded in early 2006.
Early this year the government was recording nearly 2,000 civilian deaths a month.
But violence has not entirely been stubbed out.
Armed men raided a village north of Baghdad on Saturday, killing about 14 civilians, abducting 35 and burning down eight houses, police said.
The US military also reported the death of one soldier, raising its toll for November to 38, the same figure as October, but a large drop from the first half of the year, when more than 100 died each month in April, May and June.