Previous arrests in the case had already fuelled speculation that Mr Menem may also be arrested.
His new wife, the Chilean beauty queen, Cecilia Bolocco, accompanied her husband into the helicopter, which has taken them to a house in a Buenos Aires suburb.
It is thought that the former Argentine leader will be held there whilst the investigation continues, as permitted under Argentine law for those over 70 years old.
Mr Menem had gone to the court to testify before a federal judge about his alleged role in the scandal.
'I am innocent'
Three of his closest aides have already been arrested on suspicion of organising the sale of weapons and munitions to Croatia and Ecuador, in violation of international embargoes.
Investigators have alleged that Mr Menem and his aides organised the sale of tonnes of weapons which were officially destined for Panama and Venezuela, but ended up in Croatia and Ecuador respectively.
Mr Menem could face up to 10 years in jail if found guilty of leading the alleged conspiracy.
He denies any wrongdoing.
Judge Jorge Urso had summoned Mr Menem for questioning over what he says is "an illicit organisation" that sought to sell weapons to the two countries while sales were banned.
Mr Menem's nephew called the detention a "political persecution" and said the former president's lawyers would work to clear Mr Menem's name.
The BBC correspondent in Buenos Aires said it came as a shock to the nation, which believed the former president was untouchable.
The arms scandal has haunted Mr Menem since he left office in 1999, and his arrest is thought likely to damage his hopes of re-election in two years' time.
His Peronist party still controls the country's Senate.
Previous arrests in the case had already fuelled speculation that Mr Menem may also be arrested.
On Wednesday, Mr Menem went on live TV to protest his innocence after the arrest of a former colleague in connection with the arms charges.
Former Argentine army commander General Martin Balza was detained by a federal judge after being accused of organising the sales.
Honeymoon scuppered
Mr Menem's former defence minister, Erman Gonzalez, and ex-brother-in-law, Emir Yoma, have also been arrested in connection with the case and are in jail awaiting trial.
Recently married, the 70-year-old former Argentine president was refused permission on Monday to leave the country to go on honeymoon in Paris and Syria, his parents' homeland.
Mr Menem married former Chilean beauty queen, Cecilia Bolocco, on 26 May.
The federal judge's decision to interrogate Mr Menem followed allegations of his involvement made by a private lawyer.
A recent opinion poll suggested that more than 60% of Argentines thought Mr Menem was guilty.