Senussi was the intelligence chief for Libya's long-time dictator Muammar Gaddafi, and his daughter Unud had completed a 10-month jail term when she was snatched yesterday.
"Turban-wearing armed men in five vehicles attacked the convoy that was accompanying Unud al-Senussi as she left prison and kidnapped her," Marghani said.
He added that the convoy had been due to take Senussi's daughter, in her early 20s, to the airport to join her family when the attack took place outside Ain Zara prison in the Tripoli suburbs.
Rights group Amnesty International highlighted the kidnapping as an example of Libya's "dysfunctional" judicial system.
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Unud's "abduction casts a shadow on the Libyan authorities' ability to ensure the safety of so many detainees held in relation to the 2011 armed conflict," Hassiba Hadj Sahraoui, deputy Middle East and North Africa director, said in a statement referring to the uprising that ousted Gaddafi.
"They must now show that they have the political will and ability to tackle abuses by the militias and establish the rule of law, or the Libyan justice system will remain dysfunctional," she said.
Unud's father Abdullah, Gaddafi's brother-in-law, is also wanted by the International Criminal Court on charges of crimes against humanity during the 2011 revolt.
He is in a Libyan jail after being extradited from Mauritania.
Tripoli and the ICC are locked in a legal tug-of-war over where Senussi should face trial for his role in trying to put down the insurrection.
In June, the ICC authorised Libya to hold Senussi while they awaited a decision on Tripoli's ability to try him.