The global arrest warrant against the Belgian national Nehal, 40, has been issued on charges of alleged money laundering that is being probed by the Enforcement Directorate.
Choksi had fled the country in the first week of January, nearly a fortnight before weeks before country's biggest banking fraud surfaced.
The revelation comes barely days after the Interpol issued a Red Corner Notice (RCN) against him in connection with the multi-crore Punjab National Bank (PNB) scam.
The Interpol asks its 192 member countries to arrest or detain the person if spotted in their countries after which extradition or deportation proceedings can begin.
The CBI sent the request to the Interpol after it filed the first chargesheet naming Nirav Modi, Nishal and Parab beside 18 others in a special court in Mumbai on May 14.