He is being questioned by the domestic security agency, the DGSI.
His Paris home and the home of his parents near Dijon have been searched, reports say.
Mr Quennedey is a senior civil servant, working for the Senate's department of architecture, heritage and gardens. He is also president of the Franco-Korean Friendship Association (AAFC in French), which promotes closer ties with North Korea and supports the reunification of the divided Koreas.