Malindi senior resident magistrate Corilus Osero Nyawiri has been reported missing.
Kenya Magistrates and Judges Association on Thursday wrote to the EACC demanding to know his whereabouts.
This followed reports that the magistrate is in the custody of officers from the Ethics and Anti-corruption Commission.
The officers allegedly arrested him on Wednesday over a corruption case.
He was due to be presented at the Milimani law court on Thursday but did not show up.
The magistrates' body is seeking clarification on the alleged arrest.
"The purpose of this letter is to request your good office to confirm if indeed the Hon magistrate is being held by your officers."
"If this is the position, what action is expected to be taken against him?" KMJA secretary general Derrick Kuto asked in the letter addressed to EACC chief executive Harakhe Waqo.