At around 3 p.m., the senior Congress leader was accompanied by a team of police officers and probe agency officials escorted by Delhi Police vehicles.
He was detained at the building for nearly 17 hours for questioning.
Chidambaram was to be produced before Special Judge Anil Kumar Kuhad at the Rouse Avenue Court.
The main entry gate of the CBI headquarters was barricaded, with a dozen paramilitary personnel flanking it on either side. This was at least since half an hour before Chidambaram was stealthily taken out of the building using a rear entrance.
Chidambaram had been arrested by the CBI on Wednesday for his complicity in the INX Media case. He was brought to the CBI headquarters near Jawaharlal Nehru Stadium at 10 p.m.
The former Union Minister reportedly spent the night in a suite on the ground floor of the CBI building.
According to sources, Chidambaram's questioning re-commenced from on Thursday morning. However, his replies to the queries were mostly ambiguous.
At around midnight on Wednesday, a team of top CBI officials had begun questioning Chidambaram. Sources said CBI director Rishi Kumar Shukla was himself present in the headquarters during the questioning.
As per sources, the investigating agency will demand Chidambaram's remand of seven days in order to question him further.
Earlier during the day, Delhi Police had barricaded both roads leading to the new CBI building and prohibited public thoroughfare in the area. The area has been virtually transformed into a fortress with scores of policemen deputed to ward off any untoward incident or breakdown of law and order machinery.
Entry to the road was thoroughly monitered allowed only for staff and vehicles with government stickers. Passage towards the building was allowed only in a queue using the road near the Scope Complex turnaround.
( With inputs from IANS )