Hamza Mohamed was arrested on Tuesday along with a driver, fixer and cameraman. He had been in the country for a week.
Somali authorities had earlier informed Al-Jazeera that they had detained the journalist but that he had not been charged with anything.
Hamza Mohamed had frequently travelled to the country over the past few years from where he had reported "with accuracy and integrity", Al-Jazeera said in an online report.
Reporters Without Borders (RSF) had said Hamza and his colleagues were arrested on their return from a trip outside the capital, during which they were suspected of visiting territory controlled by the radical Islamist group Shabaab to interview senior Shabaab leaders.
RSF said the arrest came just days after the detention of Abdi Aden Guled, editor-in-chief of the daily Xog-Ogaal who was arrested on Sunday and freed on Tuesday.
Somalia is one of the most dangerous countries for journalists: 45 Somali reporters were killed between 2007 and 2015, according to the Committee to Protect Journalists (CPJ).
The main threat is from Al-Qaeda linked Shabaab fighters trying to overthrow the internationally-backed government in Mogadishu, however authorities are also accused of numerous violations.
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