Police confirmed on their official Twitter account on Thursday they had arrested two men and were conducting five house searches in the Maribor area, without specifying whether the arrests had to do with Šiško's militia.
The portal 24ur reported that Andrej Šiško was among those apprehended in a sting that involves 40 criminal investigators and was under way in Maribor and Murska Sobota.
The General Police Directorate said in a press release they were acting on a case "about which photos have been posted on social media."
The investigation is focusing on suspicion of incitement to subversion of constitutional order and illicit arms and drug trafficking.
The operation comes days after pictures and videos emerged on social media of a large group of masked men wearing balaclavas and fatigues parading under the command of Andrej Šiško.
Šiško said this was a para-military formation he called the Štajerska Guard that he had set up after declaring the eastern Slovenian region independent in June last year.
The news prompted widespread outrage in public and in politics, especially since it recalls the establishment of militias during WWII that triggered a bitter civil war.
Police said today that "a certain proportion of the individuals had been misled by the organisers" of the 1 September event and issued a call to all the participants of the parade to come forward.
Maribor Criminal Police head Robert Munda told the press that they would do everything for at least one of the arrested persons to be brought to an investigating judge. The person in question is reportedly the prime suspect Šiško.
Munda said that the prime suspect was from Maribor and that he had been suspected of organising and participating in the gathering which had taken place on 1 September in a forest near Janhova, some 20 kilometres north-east of Maribor.
He added that it was clear from one of the videos that the suspect had been calling for toppling most senior state officials. The suspect is thus suspected of instigating "a violent change of constitutional order".
It is also clear from the videos and photographs that the suspect had held an assault rifle, a military firearm which individuals in Slovenia are not permitted to possess, said Munda.
The second suspect had recruited other men to attend the gathering, he said, adding that it was not known yet whether all participants had attended the event voluntarily as the purpose of the gathering had probably not been known in advance to all.
According to Munda, the police have an incomplete list of names of the attendees. "No active police officers or soldiers are on the list," he said, adding that an internal investigation in the police was nevertheless being carried out.
Andreja Katič, the outgoing defence minister and candidate for justice minister, said that the event was a consequence of acts which bordered on hate speech being tolerated in Slovenia.
"I believe that the authorities - the police and the Interior Ministry - will do everything they need to do and that the matter will be resolved in the coming days or weeks," she added.