Ahmad, a former Malagasy cabinet minister, was reported in March to FIFA's ethics committee for alleged corruption and harassment by CAF general secretary Amr Fahmy. Fahmy was then fired.
Ahmad, 59, was taken from his Paris hotel at 8.30am and questioned by officers of OCLIF, the French police agency fighting financial crime and corruption, French media reports said.
Ahmad, who is also a FIFA vice president, had been in Paris for the FIFA Congress on Wednesday, where its newly re-elected president Gianni Infantino said his organisation had got rid of a "toxic, almost criminal" image.
"FIFA is unaware of the details surrounding this investigation and is therefore not in a position to make any comment on it specifically," FIFA said in a statement on Thursday.
"FIFA is asking the French authorities for any information that might be relevant to investigations taking place within its Ethics Committee."
Reuters has made several attempts to contact Ahmad and CAF for comment.
Fahmy accused Ahmad of bribes and misuse of hundreds of thousands of dollars, according to officials and an internal document.
The document, sent on March 31 by Fahmy to the FIFA ethics committee and seen by Reuters, accused Ahmad of ordering his secretary-general to pay $20,000 bribes into accounts of African football association presidents.
The document also accused Ahmad of costing CAF an extra $830,000 by ordering equipment via a French intermediary company called Tactical Steel rather than directly from manufacturers.
At the time, Ahmad did not respond to requests for comment on the allegations against him.
FIFA has since launched an ethics investigation into Ahmad.
The document also accused Ahmad of harassing four female CAF staff, whom it did not name; violating statutes to increase Moroccan representation within the organisation; and over-spending more than $400,000 of CAF money on cars in Egypt and Madagascar, where a satellite office has been set up for him.
The allegations against Ahmad follow a string of scandals related to FIFA’s practices in Latin America, the Caribbean and Asia in recent years, which have led to the indictment and jailing of numerous senior football administrators.
The corruption scandals first broke in 2015 and football’s governing body has been trying hard since then to clean up its image.
“As a matter of due process, everyone has the right to the presumption of innocence, but as the FIFA president reiterated yesterday, FIFA is fully committed to eradicating all forms of wrongdoing at any level in football. Anyone found to have committed illicit or illegal acts has no place in football,” FIFA added in Thursday's statement.
“FIFA is now clean from the scandals that tarnished its reputation and this same determination should prevail in governing bodies such as confederations. FIFA will be at the forefront of ensuring that this is enforced by everyone involved in football.”
The arrest of Ahmad is the latest crisis to hit the African game, coming some 12 hours after the CAF executive committee ordered a replay of the second leg of the African Champions League final.
The original fixture was abandoned and the match awarded to Esperance after opponents Wydad Casablanca left the pitch following a disputed decision.
(Reporting by Mark Gleeson in Cape Town; Editing by Christian Radnedge and Toby Davis)
