Mr Zeidan has been taken to an unknown destination by a group of men believed to be former rebels, the government website said.
Mr Zeidan was arrested by anti-crime department militia, sources say.
On Tuesday Mr Zeidan called on the West to help stop militancy in Libya.
In an interview with the BBC he said it was being used as a weapons base.
The prime minister told the Newsnight programme that his country was being used to export weapons throughout the region.
Two years after the revolt which overthrew Muammar Gaddafi, Libya's government has been struggling to contain rival tribal >militias and Islamist militants who control parts of the country.
Like there ain't enough bullshit going on in that part of the world.
Claiming that Libya has been funneling weapons in and around the area is old news dude.
Still, this just adds to the turmoil.
H/T to Fark once again for being on top of things.
This was a breaking news announcement.