Sonko, who has of late been a thorn in the flesh of the Jubilee administration after falling out with President Kenyatta, is already facing three corruption cases.
The prosecution wants Sonko, who spent Wednesday night at the Gigiri Police Station, to be held at the Kamiti Maximum Prison.
The hearing of an application to detain Nairobi's former Governor Mike Sonko for 30 days, to allow a probe into alleged terror links, has been postponed to February 9.
The decision on Thursday, on an application the prosecution filed on Wednesday, was by Kahawa Chief Magistrate Diana Mochache.