"He (Nick Mwendwa) is at Mazingira House where our detectives are questioning him. We will issue a statement later," Shioso said.
Mwendwa left DCI headquarters on Friday evening while still in the custody of officers and is being held at Gigiri police station.
Nation Sport understands that Mwendwa has been grilled over how his federation has spent the millions put forward by the government over the years.
He will be brought to justice on Monday and a miscellaneous request will be filed to allow the DCI to investigate alleged embezzlement of public funds.
Mwendwa was asked specifically about how the FKF spent 430 million shillings advanced to the FKF from 2016 by Sports, Arts and Social Development to organize football activities.
In addition, Mwendwa was asked about 244 million shillings that the state extended to the federation to prepare the Harambee Stars for the 2019 Africa Cup of Nations hosted by Egypt.
He was also asked to account for the 21.3 million shillings paid to the FKF for the payment of coaches in the run-up to Afcon 2019.
DCI officers said they would also summon FKF CEO Barry Otieno to shed light on the investigations.
It comes a day after Sports Cabinet Secretary Amina Mohamed dissolved the federation and formed an interim committee of 15 members.
World football's governing body, Fifa, has expressed concern over the government's decision to dissolve the federation and set up a goalkeeper committee to manage the game on an interim basis.
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