"They sealed off the neighbourhood, surrounded his home before taking him," a security source close to the ex-police chief told AFP.
Lieutenant-Colonel Evrard Somda was taken on Sunday from his home in the capital, Ouagadougou, he added.
"We don't know if it's an arrest on the orders of the military or judicial authorities, or if it's yet another kidnapping," another source close to Somda said.
Somda was sacked a week after four police officers were detained on suspicion of involvement in a "plot against state security" which the ruling military regime said they had foiled.
A respected officer, Somda had been in the post since February 2022 but saw his position weakened by the arrest of the four officers, who included two close associates.
Last month, he was interviewed by the military justice system as a witness as part of an inquiry into the alleged plot.
Influential businessman Sansan Anselme Kambou, who is also close to Somda, was kidnapped by intelligence agents in September.
An administrative tribunal published an order for his release in November but his family says he has still not been freed.
Local sources in Ouagadougou have reported several kidnappings over recent months.
Former foreign minister Ablasse Ouedraogo, who is also an ex-deputy director general of the World Trade Organization, was taken from his house by people saying they were police at the end of December, according to his opposition party Le Faso Autrement.
Burkina's junta leader Captain Ibrahim Traore seized power in the West African nation in September 2022.
His takeover was the country's second coup in eight months — both triggered in part by discontent at failures to stem a raging jihadist insurgency which swept in from Mali in 2015.
Nearly 20,000 people have died in the violence and more than two million have been internally displaced.