Balfour, 27, has been in custody in Stateville Correctional Center on a violation of parole and was transferred to Chicago police custody after police served a warrant for his arrest Monday. He was then transported to the Wentworth Area, where he will be held pending charges approved by the Cook County State's Attorney's Office.
Balfour, the estranged husband of Jennifer Hudson's sister, was first detained for questioning on October 24, the day Hudson's mother and brother were found shot to death. The body of her 7-year-old nephew was found three days later.
Balfour is awaiting formal charges on three counts of murder.
According to the Illinois Department of Corrections, Balfour spent nearly seven years in prison for attempted murder, vehicular hijacking and possession of a stolen vehicle. He was free on parole at the time of the shootings.