Maradona had apparently lodged a police complaint against his 24-year-old countrywoman Rocio Geraldine, accusing her of allegedly stealing his valuable watches and jewellery worth thousands of dirhams on March 10, the Gulf News reported.
Maradona is Dubai Sports Council's global ambassador.
Rocio, who is a footballer herself, is believed to be in Argentina, the paper said.
Media reports quoted her denying the allegations.
"Maradona's complaint was referred to Dubai Public Prosecution on June 8. Following further interrogations, prosecutors issued a search and arrest warrant in the suspect's name on July 9," a chief prosecutor told the paper.
Maradona, who has been commentating on Brazil's World Cup, is seeking to have Rocio, whom he got engaged to in February, arrested and brought to justice.
The alleged offence is believed to have taken place shortly after Maradona broke up with Rocio and threw her out of his villa in Dubai.
The total sum of the reportedly stolen valuables could not be estimated as the case is still being investigated.
Maradona is reported to have said that he wants all his missing watches, valuables and diamond earrings that disappeared from his villa.
