The 65-year-old, named as Rasmiya Awad, was detained in a raid on Monday near the town of Azaz, the officials said.
They added that the arrest could yield valuable intelligence about IS.
Little is known about Baghdadi's sister and the BBC has not yet been able to independently verify the identity of the arrested woman.
Baghdadi had five brothers and several sisters, although it is not clear if they are all still alive, according to a New York Times report.
Experts have said that it was not clear how much useful intelligence Awad could provide, or how much time she spent with Baghdadi.
"I don't think she'd be privy to any imminent attack plans, but she might know smuggling routes. She might know networks that Baghdadi trusted, people that he trusted, networks in Iraq that helped her facilitate her own travel and her family's travel," Mike Pregent, a counter terrorism expert at the Washington-based think-tank, Hudson Institute told BBC News.
"This should be able to give our US intelligence and other allied intelligence officers a view into (IS) networks and how they moved family members, how they travelled and who they trusted."
US President Donald Trump announced the death of Baghdadi at a press conference at the White House on October 27.
According to Trump, Baghdadi detonated his suicide vest after fleeing into a tunnel during a US raid on his hideout in Syria's Idlib province.
Trump said DNA tests were carried out to verify Baghdadi's identity, confirming his death.
After the raid, the compound was destroyed in an air strike.
Abu Ibrahim al-Hashemi al-Qurashi has since been named as IS's new leader and "caliph".
( With inputs from IANS )