Lt. Gen. Dhahi Khalfan Tamim said that several other people would be put on Interpol's wanted list.
Yamadayev, 35, a Hero of Russia who commanded the elite Vostok battalion in Chechnya, was shot on March 28 by a lone gunman in the underground parking lot of the Dubai apartment building where he lived.
Dubai police had previously released everyone detained in connection with the murder.
Yamadayev was officially dismissed as Vostok commander last August over alleged involvement in the 1998 abduction and murder of a Chechen businessman. The battalion, which answered directly to the federal Defense Ministry rather than Chechen authorities, has since been disbanded.
The killing of Yamadayev is the sixth in a series of killings of Chechens in the past year.
Sulim's brother, Ruslan Yamadayev, a former member of the Russian parliament's lower house, was gunned down in central Moscow last September. He was a prominent opponent of Chechen President Ramzan Kadyrov, who has denied any involvement in the either of the Yamadayev killings.