The three-member tribunal has been holding trial of Musharraf in treason case which is based on Musharraf's decision to impose emergency in the country in 2007. The trial started in 2013 and Musharraf has been charge-sheeted.
72-year-old Musharraf this month flew to Dubai for purported treatment after Supreme Court lifted bars on his foreign trips.
However, the court had also authorised the federal government to stop him from leaving the country in case it felt that he would dodge cases in Pakistan.
He asked the government to provide written response for allowing Musharraf to fly out of the country when it knew that he was required to appear in person on March 31.
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Sheikh requested the court to issue red warrants against Musharraf, which the court refused.
Treason is capital crime in Pakistan, punishable with death.
Musharraf ruled from 1999 to 2008 when he stepped down.
He lived abroad for most of the time until his return in 2013 to contest elections but was implicated in several high- profile cases and was not allowed to leave the country.
The ex-army chief is facing a slew of court cases after returning from five years of self-exile in Dubai.
He is facing trial in high treason case for abrogating the constitution in 2007 and illegal detention of judges same year. In January 2014, Musharraf suffered a "severe heart attack" on his way to a special court to face the high treason charges following which he was admitted to an army hospital.