The investigators from South Korea's anti-corruption agency CIO have been trying to arrest the suspended president, who is facing an impeachment trial.
On Monday evening, the deadline for the arrest expired. The investigators then requested an extended arrest warrant for Yoon.
"Details about the length of the period cannot be disclosed," it said in a statement.
Thousands of Yoon's supporters have protested against the attempts to arrest him. Yoon is surrounded by hundreds of loyal security guards at his residence.
But the investigators' patience is wearing thin, and they are asking for police assistance to apprehend the suspended president.
We will consider the possibility of arresting personnel from the presidential security unit when an arrest is made, said a police representative.
Yoon Suk-Yeol triggered political chaos when he suddenly announced on December 3 that he was declaring a state of emergency with accompanying martial law, citing that the opposition was hindering the government's work. He was stripped of presidential powers on December 14, when parliament voted to put him on trial.
Since then, Yoon has been keeping a low profile.
