Officials said the move was necessary as a judicial magistrate had sent Musharraf on "transit remand" following his arrest on Friday morning.
Under the rules, transit remand is meant only for transferring an accused from one court to another, and a person on transit remand must be held in a police station till he is produced in court.
However, the police took Musharraf back to his farmhouse after his appearance before the judicial magistrate due to security concerns. Police officials felt it would not be safe to take Musharraf to any police station in view of the threats to his life.
Though the police had asked for Musharraf to be remanded to judicial custody, the magistrate said he did not have the jurisdiction to do this as the Islamabad high court had directed that he should be charged under the Anti-Terrorism Act for detaining more than 60 judges during the 2007 emergency.
The magistrate sent Musharraf on transit remand for two days and directed police to approach an anti-terrorism court to seek judicial custody. The nearest anti-terrorism courts are in Rawalpindi and police were unable to approach them on Friday.
Officials then decided in the afternoon to move Musharraf to the police headquarters, a high-security complex that is better protected than police stations. It is expected that Musharraf will be produced in an anti-terrorism court on Saturday.
View: Why Obama scores over us in dealing with terror
Pak 26/11 case: Witness identifies inflatable boat buyers
High drama follows Pak court order to arrest Musharraf
Musharraf skips court hearing on Benazir killing
Pak tribunals uphold rejection of Musharraf's nomination