The UCI said Schleck tested positive for a banned diuretic called Xipamide on July 14, another reminder of the doping cloud that has damaged the image of cycling - and its biggest event.
RadioShack team spokesman Philippe Maertens said Schleck went to the Pau police station of his own accord to co-operate with authorities. Maertens said the rider knew police would likely be coming for him.
Schleck left the station after nightfall and was expected to travel back home in Luxembourg.
The 32-year-old RadioShack Nissan Trek leader placed third in the Tour last year, and was in 12th place overall - 9 minutes, 45 seconds behind leader Bradley Wiggins - going into Tuesday's rest day.
His brother Andy was awarded the 2010 Tour victory after Alberto Contador was stripped of the title because of his positive test for clenbuterol, but missed this year's race with a spinal injury.
Governing body UCI said the diuretic Xipamide turned up in an anti-doping test conducted by the French anti-doping lab in Chatenay-Malabry south of Paris on a sample from Schleck taken July 14.
The RadioShack team said in a statement that it had decided to withdraw Schleck from the race, and said that the diuretic is not present in any medicine used by the team.
The statement said "the reason for the presence of Xipamide in the urine sample of Mr. Schleck is unclear to the team. Therefore, the team is not able to explain the adverse findings at this point."
Maertens said the team is likely to ask for the "B'' sample to be analyzed, which it must to within four days.
"If it comes back positive he will be suspended by the team," Maertens said.
He added that police did not search the riders' rooms at the hotel, and that RadioShack will continue to compete in the race, he said.
Still, it was more bad news for the RadioShack squad, which was built on the remains of former teams of Lance Armstrong, who helped land the top-line sponsorship of the American retail chain for the team.
The team manager, Johan Bruyneel, has been targeted in the same U.S. anti-doping case targeting the seven-time Tour champion. Bruyneel opted to skip the Tour to avoid being a distraction to the race and RadioShack riders.
The case is also likely to cast new doubt on cycling's ability to root out drugs cheats despite vigorous controls put in place by the UCI and its allies in the anti-doping fight. It is the second doping-related case to emerge at the Tour this year. Cofidis rider Remy Di Gregorio of France was arrested on the first rest day on July 10 as part of a Marseille doping probe.
The diuretic is classified as a specified substance and does not require a provisional suspension. The World Anti-Doping Agency defines specified substances as those that are "more susceptible to a credible, non-doping explanation." Bans for such substances are often shorter, and athletes have a better chance of proving that they did not intend to consume it or enhance their performance.
Contacted by phone by The Associated Press in Mondorf-les-Bains, Luxembourg, Frank's 36-year-old brother Steve said he had tried to contact the RadioShack rider by phone but was not successful.
"We're a little bit shaken up," Steve Schleck said.
Eds: Jamey Keaten in Pau contributed to this report.