In a statement, police said Antoine Denevi, a 27-year-old originally from northern France, was detained yesterday in the southern Spanish Malaga area after Paris issued a Europe-wide arrest warrant.
He "left the neighbouring country (France) weeks after the Paris attacks to escape police action, and settled in the province of Malaga from where he continued his illegal activities using fake papers," the police said.
Both Spanish and French police forces participated in yesterday's operation, during which two other people were detained -- one Serb and another from Montenegro.
Coulibaly was one of three Islamic extremists who waged attacks in Paris on January 7-9 last year that left 17 dead.
He shot dead a policewoman and later took hostages in a Jewish supermarket, where he killed four people.
His accomplices, the Kouachi brothers, killed 12 in an attack on the office of satirical magazine Charlie Hebdo.