James Kingston, 26, told 33.4k Twitter followers that he had been “plucked from his hotel room with no warning by four undercover agents” on Saturday.
The urban adventurer shares videos with fans on YouTube him scale huge skyscrapers and cranes across the world.
Shocking footage captured by the stuntman showed stunning panoramic views of the capital from 440ft above the pitch at the 90,000-capacity venue.
His most recent video showed Mr Kingston shimmy over a fence at a construction site in downtown Dubai in broad daylight.
I have been arrested by the CID here in Dubai. Four undercover agents plucked me from my hotel room earlier today with no warning... pic.twitter.com/xdqKNLhijT— James Kingston (@JamesLKingston) March 4, 2017
The state-owned newspaper Emarat Al Youm quoted Dubai police Brigadier General Salem Khalifa al-Rumaithi on Sunday confirming police had "summoned" Kingston over recent climbs.
Al-Rumaithi said Kingston previously had been arrested in 2014 after climbing to the top of the Princess Tower in Dubai Marina, which at over 400 metres (1,300 feet) is the second-tallest building in Dubai.
Dubai police later issued a statement saying Kingston "was not arrested, but was asked to sign a statement that he will not attempt to perform such stunts in Dubai”.
"Kingston's dangerous stunts on buildings in Dubai violated Dubai's strict regulations prohibiting such activities," the statement said.
British Embassy officials have yet to respond to requests for comment.
While on top of a Dubai crane in his most-recent video, Kingston stopped to look out on the glittering Burj Khalifa - the world's tallest building.
He said: "I would love to stand on top of that: Goals."
Kingston's detention comes just weeks after a Russian Instagram model Viktoria Odintcova who posted images online of herself, holding onto only a man's hand, dangling out over the side of 300-metre (985ft) Cayan Tower was contacted by the city’s authorities.
Additional reporting by PA.