The warrant – and Yoon’s subsequent refusal to comply with investigators – is the latest development in a saga that has left South Korea reeling from a political crisis.
The warrant was issued at around 03:00 local time (18:00 GMT on Saturday).
The suspended president is being investigated by the Corruption Investigation Office for High-ranking Officials (CIO) on charges of insurrection over a failed martial law order on 3 December that plunged the country into turmoil.
He has been impeached by parliament and suspended – but will only be removed from office if a constitutional court upholds the impeachment.
Investigators now have 20 days – including the four days Yoon has already spent in custody following his arrest – to bring the president to trial.
After his detention was extended, Yoon’s lawyer, Yun Gap-geun, told the Yonhap News Agency that the president would refuse to be questioned by the CIO.
Pro-Yoon supporters rallied outside the court house in the lead up to the decision, with many entering the building after judges issued the extension.
Journalists at the scene reported seeing dozens of people arrested by police following the incident.
Acting President Choi Sang-mok expressed his “strong regret” over the violence, “which is unimaginable in a democratic society”, adding that authorities would increase security around future appearances.
