FBI Chief Kash Patel writes on X that she is suspected of "deliberately leading federal agents away from the person who was to be arrested at her court".
The judge appeared briefly in federal court in Milwaukee on Friday before being released from custody. Her next court hearing is on May 15.
The Trump administration has stepped up the fight against the judiciary regarding immigration cases. The Justice Department ordered federal prosecutors in January to review officials at the state or local level who are resisting the government's deportation policy.
The migrant could be arrested by the FBI shortly after he fled.