Burga is among 16 people, including current and former Latin American football chiefs, who were charged on Thursday with multimillion-dollar bribery schemes for marketing and broadcast rights.
Burga, 58, who was head of the Peruvian Football Federation (FPF) for 12 years until 2014, denied wrongdoing as police arrested him late on Friday outside his home in the Peruvian capital, Lima.
"I'm helping police with their enquiries, I'd been waiting for them... They'd already informed me that I would see an arrest warrant," Burga told local television reporters who had gathered outside his house.
"I reiterate that I'm innocent. I haven't received any bungs or bribes," he said, before being driven away in a police car.
Police chief Vicente Romero said officers were acting on an international warrant for Burga's arrest.
It was not immediately clear if Burga remained in police custody on Saturday and a U.S. Embassy spokesman declined to comment on whether he would be extradited to the United States.
Burga won reelection as FPF president twice but was barred last year by the organisation from running for a fourth term as criticism grew over his management of the federation.
