Choudhury, the millionaire founder of global fitness business, has not paid the amount and last year claimed he was nearly bankrupt.
Authorities believe the 69-year-old has hid his assets and left the country, the ABC News reported.
According to the report, the warrant allows authorities to arrest him if he returns to the US or, possibly, in Mexico.
In January last year, a jury determined that Choudhury had sexually harassed and then unfairly fired Minakshi "Miki" Jafa-Bodden, his onetime lawyer. He was ordered to pay nearly USD 6.5 million in punitive damages in addition to USD 924,000 in compensatory damages.
Jafa-Bodden was general counsel to Bikram's Yoga College of India but was fired after refusing to cover up allegations that Bikram had raped and sexually assaulted a yoga student.
"I feel vindicated," she told ABC News in 2016. "I'm elated."
She convinced the jury that Choudhury had repeatedly sexually harassed her and subjected her to obscene comments about women.
She also claimed she was fired after she tried to investigate another woman's sexual harassment and rape allegations against him. During the trial over Jafa-Bodden's allegations, Bikram strongly denied sexually assaulting any women. He also denied to ABC News ever having any sexual contact with his students or followers.
Bail was set at USD 8 million, the report said.
Choudhury was one of the pioneers of yoga in the US, setting up shop in Beverly Hills in the 1970s. Celebrities including Madonna, Andy Murray, Gwyneth Paltrow and Goldie have all participated in Bikram yoga.
Now his yoga studios are franchised worldwide.
Created by Choudhury 'Bikram Yoga', as this form of yoga is known, is made up of a series of 26 postures which are performed in an extremely hot room.
The 90-minute classes are taught in in rooms heated to 40.5C exactly. Because of this consistency across the world, Choudhury refers to the practice as McYoga.
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