Ibrahim Magu, the chairman of the Economic and Financial Crimes Commission (EFCC), told the BBC Hausa service that the agency had declared her wanted following media reports that she had tried to jump bail.
Ms Tangaza was arrested by the EFCC in July over allegations of financial crimes while she headed a government agency in Abuja in charge of allocating land in the capital.
She was released on bail in August while investigations continued. She has not been charged and she has denied any allegations of corruption.
Following the report on Tuesday by Sahara Reporters about Ms Tangaza’s alleged escape attempt, Mr Magu said anti-corruption agents had tried to contact her, but all her phones were switched off.
The person who guaranteed her bail is helping the EFCC in its search for Ms Tangaza, he said.
All border officials had been warned to look out for her, as has Interpol, so any attempt to flee the country would prove futile, he said.