Some reports suggest he earlier surrendered at an unnamed diplomatic mission in the capital Ouagadougou.
Interim President Michel Kafando was reinstated last week after intervention from the army and West African leaders.
The presidential guards’ unit that carried out the coup is to be disbanded.
“He [Gen Diendere] has been handed over to Burkinabe authorities,” a judicial source was quoted as saying by Reuters.
The general had earlier taken refuge at the residence of the Vatican’s representative in Burkina Faso, reports say.
Details of his reported surrender are still unclear.
The financial assets of Gen Diendere and another 13 people suspected of involvement in the coup were frozen last week.
Separately, the first full meeting of the government since Mr Kafando’s reinstatement decided to disband the presidential guard (RSP) and to dismiss the minister in charge of security.
The RSP – a unit of 1,200 well-armed and well-trained men – is loyal to Blaise Compaore, the country’s long-time ruler who was ousted in a popular uprising last year. They were unhappy about being integrated into the regular army.
Members of the unit stormed the cabinet room on 16 September, seizing Mr Kafando, the prime minister and others.
A week later, when it became clear they did not enjoy popular support and after an ultimatum from the regular army to step down or be ousted by force, the RSP withdrew from the capital.
An emergency meeting of the regional bloc Ecowas also helped to bring a smooth end to the crisis.
At least 10 people were killed and more than 100 injured in clashes during the takeover, which Gen Diendere later described as “the biggest mistake”.