In late February, Dodik was sentenced to one year in prison and banned from holding political offices due to "separatist actions". The 65-year-old has dismissed the verdict.
The international arrest warrant is the latest step in the attempts to capture Dodik.
In a statement from the Bosnian prosecution authority, it is stated that the case "now lies within Interpol's jurisdiction".
Dodik is accused of violating the country's constitution by prohibiting federal police and judiciary from exercising their power in Republika Srpska, the Bosnian Serb entity within Bosnia-Herzegovina.