Malian soldiers are reported to have forced their way into the home of the country’s Prime Minister Cheick Modibo Diarra and arrested him.
It is believed Captian Sanogo, who lead a military coup last March but later handed power to a civilian government, ordered troops loyal to him to arrest Diarra.
Mali is currently a country divided, with Islamists in control in the north. A recent UN report described it as being gripped by an aid disaster.
The country descended into chaos in March when soldiers toppled the president, leaving a power vacuum that enabled Tuareg rebels to seize two-thirds of the country. But Islamist extremists, some allied with al Qaeda, have since hijacked the revolt.
The EU had just approved a military training mission to help the government regain control of the north.