"Happy that CBI confirmed his arrest. Biggest investigative agency of the nation is investigating the case & we should leave the country if we don't have faith on it. Vidhayak Ji got my brother killed, all officials & police involved will be sent to jail," he said, reported news agency ANI.
The CBI arrested BJP MLA on Friday hours after the Allahabad High Court ordered his immediate arrest saying he was influencing the "law and order machinery".
Sengar is accused of raping the 17-year-old Unnao girl. The case is nearly a year old.
Commenting on it the Chief Minister of Uttar Pradesh Yogi Adityanath said his government will follow its zero-tolerance policy on crime.
State government would firmly deal with criminals, no matter how influential they might be, CM said.
After the incident has come to light, Congress is consistently pressuring the state government to take action against the accused.
The Unnao rape victim has alleged that she was raped by the MLA at his residence on June 4, 2017. She said that she had approached Sengar seeking a job.