The United Cricket Board of South Africa said the 25-year-old was caught early on Friday by Hobart police.
It said Nel would return home as soon as possible and that the matter had been referred to the board's disciplinary committee.
It is not the first time the Easterns bowler has been in trouble. During the 2000-01 tour of West Indies, Nel was one of a group of players fined for smoking marijuana in their hotel.
Nel has played three tests, the last of them more than a year ago, and seven one-day internationals. He is due to take up a contract with Northamptonshire for the coming English county season.