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 around 03:00 local time (18:00 GMT on Saturday).
The ousted president is under investigation by the Corruption Perceptions Office (CIO) on charges of rebellion over the failed martial law decree on December 3 that plunged the country into chaos.
He has been impeached by parliament and suspended – but will only be removed from office if the constitutional court upholds the impeachment.
Investigators now have 20 days — including the four days Yoon has already spent in custody since his arrest — to bring the president to justice.
After his detention was extended, Yun’s lawyer Yoon Gap Geun told Yonhap News Agency that the president would refuse to be questioned by the CIO.
Pro-Yoon supporters gathered outside the courthouse ahead of the decision, and many entered the building after the judges granted the extension.
Journalists at the scene reported seeing dozens of people arrested by the police after the incident.
Acting President Choi Sang-mok expressed “deep regret” over the violence, “which is unimaginable in a democratic society,” adding that authorities would tighten security around future demonstrations.
