Khama, whose father Seretse Khama was Botswana's founding president, is in a dispute with his successor and incumbent President Mokgweetsi Masisi which resulted in him quitting the ruling Botswana Democratic Party in 2019.
The warrant was issued after Khama, who has been living in South Africa since November 2021, failed to turn up in court to answer charges laid against him in April.
They include unlawful possession of a firearm, receiving stolen property and procuring the registration of a firearm by false pretence.
Khama has asked the high court in Gaborone for the warrant against him to be set aside or for its execution to be stayed, citing a lack of evidence for his prosecution, court papers released on Thursday, 5 January, showed.
"The warrant of arrest threatens my right to liberty in circumstances where I have committed no crime...should this warrant of arrest not be stayed or set aside...I would suffer irreparable harm which cannot be compensated for in any form," he said in the filing.
His lawyer said Khama is still waiting to be given a date for the hearing. Khama has missed court appearances since he was charged in April, saying he feared for his life in Botswana.
Khama is now the patron of a splinter political party, the Botswana Patriotic Front.
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