Arvind Kejriwal and Manish Sisodia have denied any wrongdoing.
Delhi Chief Minister Kejriwal on Monday said that he has learnt "most CBI officers" were against arresting his deputy Manish Sisodia in the liquor policy probe, and were forced to do so, without evidence, because of "political pressure".
The Central Bureau of Investigation (CBI) arrested Mr Sisodia late on Sunday in connection with alleged irregularities in the now-scrapped liquor policy, the most high-profile arrest in the case so far.
He was arrested after eight hours of questioning in an ongoing investigation in "a case related to alleged irregularities in framing and implementation of the excise policy", the CBI said in a statement.
Before going to the CBI, Mr Sisodia held a roadshow with Aam Aadmi Party (AAP) supporters and said he was being framed in a fake case because the BJP was scared of AAP's strides.
The country's federal agencies, which report to the BJP government at the centre, have been probing suspected irregularities in the Delhi government's liquor policy, after an official issued a report in July last year in which he suggested the policy benefited private liquor retailers by offering them discounts at the cost of the exchequer.
The policy was subsequently withdrawn.
Mr Sisodia's party, the Aam Aadmi Party, a staunch critic of Prime Minister Narendra Modi has denied any wrongdoing on his behalf and said his arrest is political vendetta from PM Modi's government.
"Manish is innocent. His arrest is dirty politics," Mr Kejriwal, head of the Aam Aadmi Party, said in a tweet hours after Mr Sisodia's arrest.
Credited with a dramatic overhaul of public education in the capital, Mr Sisodia is also the party's second in command and has helped AAP's push in other states as the party seeks to challenge PM Modi's BJP in upcoming elections.