"Next, it will be Gotabhaya Rajapaksa, Mahinda Rajapaksa, Namal Rajapaksa and Yoshitha Rajapaksa", the former President said.
Namal - a parliamentarian - and Yoshitha are Rajapaksa's sons while Gotabhaya is his younger brother.
Rajapaksa's comments came after he visited his youngest brother Basil Rajapaksa at the national hospital where he is warded under remand custody.
Basil, the economic development minister in his older brother's neary decade-long rule, was arrested on Wednesday by the police's Financial Crime Investigation Unit.
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Rajapaksa said his family was being hounded by the Sirisena government on trumped-up charges.
Gotabhaya, who served as the powerful defence ministry secretary, appeared yesterday for the second time before the anti-graft commission as Basil faced his own interrogation behind bars.
The new government has pursued complaints of misdeeds under Rajapaksa's regime and several top ranking officials have already faced prosecution.