Special judge Yogesh Gupta issued the warrant against Arya, prosecutor Sabalsingh Bhadoria told PTI.
The development comes a fortnight after the Gwalior bench of the Madhya Pradesh High Court turned down Arya's anticipatory bail plea.
On August 8, the special judge had issued a bailable warrant against Arya in connection with the murder of Congress MLA from Gohad Makhanlal Jatav.
Jatav was shot dead by unidentified persons on April 13, 2009 during the general elections.
Meanwhile, Leader of the Opposition in the state Assembly Ajay Singh has demanded immediate resignation of Arya.