Ms Pinochet Hiriart, 64, was held at Washington's Dulles airport on Wednesday after arriving on a flight from Argentina. US authorities said they would refuse her entry because of charges that have been made in Chile.
Four of General Pinochet's children, including Ms Pinochet Hiriart, and their mother were charged on Monday with tax fraud linked to secret bank accounts that the ex-dictator kept in the United States.
Ms Pinochet Hiriart went to Argentina on the day before the charges were made.
"She is being interviewed at Dulles International Airport. She arrived at approximately seven this morning," said Kelly Klundt, a spokeswoman for the US Customs and Border Protection service.
Chilean police said Ms Pinochet Hiriart left the country by car for Argentina a day earlier. She was also charged with using a fake passport.
All could face prison sentences if found guilty of the charges, which are tied to tax evasion.
The aging ex-dictator, now 90, and his family are believed to have had 27 million dollars in secret overseas bank accounts in the United States, Switzerland and Panama.
The charges relate to the failure to declare at least eight million dollars, according to legal sources in Chile.
Ms Pinochet Hiriart's son Rodrigo Garcia, who accompanied her from Chile to Buenos Aires, insisted that his mother was not trying to avoid the authorities.
"My mother was never trying to evade the law," he said in an interview with a Chilean radio station. "It was a trip that had been planned and prepared ahead of time."
Ms Pinochet Hiriart also released a letter in which she promised to return to Chile to answer questions about her wealth, but gave no date.
"I am sad that the offices of the state are being used with the goal of discrediting and running down people's honor," the letter read.
She believed the goal of the investigation was "not to uncover the origin" of her father's wealth, but rather "the total undermining of the reputation of every and each member of my family."