The 'Game of Thrones' star reportedly made abusive calls and sent angry text messages to actress Georgina Sutcliffe, who he divorced in December 2010 after two years of marriage.
He attended a prearranged interview at Holborn Police Station in London on Wednesday at 12.45pm where he had a DNA swab and had his fingerprints taken.
A Scotland Yard spokesman said: "A 53-year-old man attended a central London police station by appointment, where he was arrested and bailed pending further inquiries.
"He was bailed pending further inquiries. He was arrested on suspicion of harassment."
Georgina, 34, who is Sean's fourth wife, was reportedly told of the arrest last night shortly before she appeared in the West End production of Agatha Christie's 'The Mousetrap'.
A source told the Daily Mirror newspaper: "Georgina's a smashing girl and she just wants to get on with her life and move on after the divorce.
"There's been no suggestion of there being violence involved or threats but police take harassment allegations seriously."
In July 2009, Sean was briefly arrested after Georgina accused him of assault, before she asked police to drop the charges.
The actress later downplayed the incident saying: "Everything is OK. Sean and I are at home together enjoying the sunshine.
"He was arrested. Everything was blown out of proportion. Sean is fine and I'm fine. There's no problem between us."
Sean married his first wife Debra James when he was 19 years old. He has two daughters from his seven-year marriage to his second wife, actress Melanie Hill, and another daughter with his third wife, actress Abigail Cruttenden.