Shema initially resisted the attempt to arrest him at a Katsina high court where he was arraigned.
He is standing a 22-count charge bordering on alleged criminal breach of trust and misappropriation of public funds.
There was a mild drama when he protested being humiliated publicly, but he had no choice than to surrender to the security agency after one hour.
In September, the Economic and Financial Crimes Commission (EFCC) declared him wanted for allegedly refusing to honour its invitation.
Shema has denied the allegations of corruption levelled against him, accusing Bello Masari, his successor, of witch-hunting him.