Baghdadi was the world's most wanted terrorist until his death last month during a US special forces raid on a property in the Syrian province of Idlib, reports Efe news.
"His wife has been in our hands for a year or a year and a half," Erdogan said, confirming the news that first emerged on Wednesday.
"Baghdadi committed suicide in a tunnel. There has been a great media campaign about this. We have arrested his wife, but we have not made any fuss about it. I'm saying it now for the first time," the Turkish leader had said Wednesday.
Turkish officials said they had also captured Baghdadi's sister and several other relatives in northern Syria.
"After capturing them, we put them in a deportation center. While they are there, we will see what the Ministry of Justice can do. The wife will face the same process."
Around 10 members of Baghdadi's family were currently being held in Turkey.
US President Donald Trump announced the terrorist leader's death on October 27.
According to his account of events, the IS leader detonated a suicide belt when he was cornered by military canines at the end of a tunnel, killing three children he brought with him.
Turkey's influence in northern Syria has grown since early October when it launched a military operation aimed at clearing Kurdish militias from a 30-km buffer zone along its border stretching from the Euphrates River in the west to the Iraqi border in the east.
The Kurdish militias, dominated by the People's Protection Units (YPG), had been a key US ally in the battle against the IS in north and northeast Syria.
Turkish authorities, however, consider them to be a terror organization intrinsically linked to the PKK guerrillas in southeast Turkey.
Ankara-backed Syrian militias - members of the armed opposition groups in the country - now control territory along the Turkish border area.
Baghdadi was tracked down to a safehouse located just a few kilometers from that border.
( With inputs from IANS )