The newspaper The National reported an audit investigation by the Department of Finance found the office had overspent its budget for the last two years by more than US$7 million.
Director of the National Fraud and Anti-Corruption Directorate Matthew Damaru said the audit investigation report was referred to his office and he wanted to question the statistician, Roko Koloma.
The deputy national statistician Bernard Kiele said police had been coming to the Statistical Office every day for two weeks looking for Koloma, before returning on Friday with a warrant for his arrest.
Kiele said the police impounded hired vehicles used by Koloma and his staff.
The National said the audit investigation found the Statistical Office had paid highly-inflated fees for goods and services including hire cars, stationery and wages.