"They were deprived of their liberty at 9.17 am (0817 GMT)," the Belgian prosecutor's office said.
The five were due to appear later Sunday before a judge who can decide whether to detain them or release them with conditions.
Puigdemont and his allies fled to Belgium on Monday after Spain dismissed the Catalan executive and imposed direct rule on Madrid following the regional parliament's declaration of independence.
Spain issued a warrant for their arrest on Friday after they failed to appear before a judge over alleged sedition, rebellion and misuse of public funds.
The judge in Madrid had on Thursday put Puigdemont's deputy and seven other deposed regional ministers behind bars because of a risk that they would flee.
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