LAGOS -- Moshood Abiola, the millionaire businessman who defied Nigeria's military rulers by proclaiming himself president, was arrested on Thursday and was being questioned at an undisclosed location, police said. The United States condemned the arrest in a statement issued by its embassy in Lagos and said it raised serious questions about the military government's commitment to restore democracy. Abiola, widely believed to have won last year's annulled presidential election, was arrested after addressing a rally in Lagos -- his first public appearance since his June 11 proclamation when police issued a warrant for his arrest. "He is undergoing interrogation," Police deputy inspector general Nuhu Aliyu said. He declined to say where. Abiola said on his mobile phone from a police station that he had been arrested on treason charges. "I have not committed any treason. It is those who sent the police to arrest me who should be arrested," he said.A police statement said Abiola had cooperated during his arrest. "The entire activities of Chief M.K.O. Abiola as from June 12, 1993 to date are under full investigation," it added. Earlier an Abiola aide said a few people had seen him being put on a military aircraft and flown to the inland capital Abuja. But the latest information suggests Abiola was still being held at the Alagbon police station in Lagos. "My information is that Chief Abiola is being kept at Alagbon under very bad conditions," Ayo Opadokun, secretary of the NADECO opposition group said. Abiola said over his mobile phone that he was arrested from his home in Lagos. "About 600 armed police came. They searched my house," he said.