Ivan Fedotov, who was born in Finland but raised in Russia, was arrested at a hockey rink in St Petersburg on Friday, according to Russian news reports.
Mr Fedotov was then reportedly taken to an army enlistment office, after it emerged he had allegedly not completed a mandatory year of military service.
The Olympic goalie, 25, signed with the Philadelphia Flyers on 7 May.
He previously competed for the Russian Olympic Committee in this year's Winter Games in Beijing, where the team won a silver medal.
Chuck Fletcher, Philadelphia's president of hockey operations and general manager, told the New York Times the Flyers "are aware of the reports and are investigating the situation."