The situation on the Indian Ocean island republic has grown tense since Nasheed, who was democratically elected in 2008, lost power.
Former Foreign Minister Ahmed Naseem told the Journal in a telephone interview he was with Nasheed and understood security forces in the Maldivian capital of Male planned to arrest Nasheed.
Nasheed said in a television speech Tuesday he was stepping down after days of public protests. However, he later was quoted as saying he was forced to resign at gunpoint, which the new government denied.
Naseem told the Journal details of the arrest warrant against Nasheed were unclear. Naseem said he also expected other members of Nasheed's government to be arrested.
Various reports including China's Xinhua news agency said Nasheed's family had arrived in Sri Lanka. Xinhua, citing sources in the Sri Lankan president's office, reported Nasheed's wife Laila Ali had spoken by telephone with President Mahinda Rajapaksa, who in turn telephoned Maldives' newly appointed President Mohammed Waheed Hassan to ensure the safety of Nasheed. Waheed Hassan assured Rajapaksa no harm would come to Nasheed, the report said.
Sri Lanka, which is located northeast of Maldives, is a close neighbor.
On Wednesday, Nasheed and his supporters clashed with police during a demonstration.
Nasheed also asked Waheed Hassan to leave office, CNN reported. Nasheed's opponents, however, said the former president was destabilizing the country, the report said.