A motorcade was seen leaving the gates of his hillside residence on Wednesday where Yoon has been holed up for weeks behind barbed wire barriers and a small army of personal security.
Earlier more than 3000 police officers and anti-corruption investigators had gathered there before dawn, pushing through throngs of Yoon supporters and members of his ruling People Power Party protesting attempts to detain him.
Yoon's lawyers have argued attempts to detain him are illegal and are designed to publicly humiliate him. The warrant investigators secured for his arrest is the first ever issued against an incumbent South Korean president.
Yoon's declaration of martial law on December 3 stunned South Koreans and plunged one of Asia's most vibrant democracies into an unprecedented period of political turmoil.
Lawmakers voted to impeach him and remove him from duties on December 14.
Separately, the Constitutional Court is deliberating over to uphold that impeachment and permanently remove him from office.
'NO PLACE TO RUN'
The latest arrest attempt gripped the nation with hundreds of thousands glued to South Korean broadcasters' live feeds on YouTube since before dawn.
Officers from the anti-corruption unit leading the investigation arrived near the residence at 4am (local time).
By then there already were hundreds of pro-Yoon protesters, some wrapped in foil blankets and others waving flags bearing "Stop the Steal" slogans referring to Yoon's unsubstantiated claims of election fraud - one of the reasons he gave to justify his short-lived martial law declaration.
"If the president is arrested, I will be heartbroken," said Jang Kyoung-sun, 64, a Yoon supporter who had travelled from eastern Gangwon province to Seoul to protest his arrest.
"He declared martial law truly for the nation and the people."
The opposition Democratic Party, which holds a majority in parliament after a landslide legislative election victory last year, issued a statement calling on Yoon to comply with the arrest.
"There is no place to run anymore," the party said.
Cho Sun-ah, 51, was among another contingent of people rallying near his residence in support of authorities' attempts to arrest Yoon.
"I don't think it is right for the leader of an insurrection to stick it out like that despite the issuance of an arrest warrant without facing any punishment. The law should be equal for everyone and this isn't right even if it's the president," he said.
