Prosecutors had opened the case against him on Monday after he posted "Tonight, as far as I'm concerned, I feel like Charlie Coulibaly" — mixing the popular slogan "Je Suis Charlie" used in homage to the journalists killed at magazine Charlie Hebdo, with a reference to gunman Amedy Coulibaly.
Coulibaly killed four Jews at a Jewish supermarket on Friday and a policewoman the day before.
The comedian made international headlines in 2013 when French footballer Nicolas Anelka was banned for five matches by English football authorities for using a hand-gesture created by Dieudonné that many people consider anti-Semitic.
Dieudonné made his controversial Facebook post after attending Sunday's unity march against extremism that brought more than 1.5 million people onto the streets of Paris in the wake of the attacks.
He described the march — considered the biggest rally in modern French history — as "a magical moment comparable to the Big Bang".
The comedian's arrest sparked a debate about free speech.
Dieudonné's arrest is one of 54 cases that have been opened in France for "condoning terrorism" or "making threats to carry out terrorist acts" since last week's Islamist shootings that left 17 people dead.
His lawyer David de Stefano said his arrest was "shocking."
"We are in the land of freedom of expression? This morning, the government provided the demonstration of that," he said sarcastically.
The polemicist's arrest over his Facebook post has sparked huge debate over where freedom of expression starts and ends, particularly after France has for days vaunted the importance of free speech following killings that took aim at journalists among others.
The arrest has sparked all the more debate in light of the controversial nature of Charlie Hebdo itself, which has in the past provoked significant outrage.
One of the magazine's front covers that is circulating on social networks, for instance, dates from October 2012 and was titled "Mohamed Merah, come back! They've gone mad."
Merah is the Al-Qaeda militant who went on a killing spree in southwestern France in March 2012, murdering seven people including Jewish children and soldiers, and the magazine said it had purely wanted to mock the proliferation of ultra-radical Islamist networks.
"Freedom of expression and condoning terrorism, I'll let you be the judge," one Twitter user said, above a picture of the 2012 front cover.
Interior Minister Bernard Cazeneuve described the Charlie Hebdo remark as "contemptible" as he visited the heart of Paris' Jewish community on Monday, and Dieudonné has since removed it from his Facebook page.
The government has in the past banned Dieudonné's shows because it considers them "anti-Semitic".
In response to the interior minister's comment, the comedian said the government was trying to "ruin my life" when he was "only trying to make people laugh".
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