Exiled Gambian opposition leader Sheikh Sidia Bayo, accused of taking part in a foiled military coup against the country's President Yahya Jammeh last week, has been taken into custody, police say.

Senegalese security forces arrested Bayo and other suspects on Saturday in the capital, Dakar, a police officer said on condition of anonymity.

In 2012, Bayo had formed opposition party National Transitional Council of The Gambia to see the end of Jammeh’s “dictatorship”.

His arrest was made following a military coup on December 29, in which heavily armed insurgents attacked Gambia's presidential palace in the capital, Banjul. However, the coup was foiled and Jammeh returned to the presidential palace on Wednesday.

The Gambian president, who had said, "Anybody who plans to attack this country, be ready, because you are going to die," is expected to ask for the suspected coup plotter's extradition.

The 49-year-old president himself seized power in a coup in 1994 and removed founding leader Sir Dawda Jawara.

Although Jammeh, the country’s former head of military police, was formally elected president in 1996 while fighting against what he called widespread corruption, he is currently under pressure for serious human rights violations.