Kayihura, President Museveni's closest ally and loyal cadre, says he is not under arrest, state owned newspaper New Vision reports.

He says he learned about the rumours of his arrest on social media.

The 4 star general believes he wouldn't be the first person to be arrested and wonders why "media houses spread rumours", he is quoted saying.

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Reports on Tuesday indicated that security agencies combed several hotels in Lyantonde in search of him -- and was later arrested.

Neither the government authorities nor the police and military have issued a statement about the rumours surrounding his controversial arrest.

Kayihura was sacked in March together with the Minister of Scurity Henry Tumukunde.