The Algerian foreign minister said Moammar Kadafi's wife and three of his children escaped to Algeria early Monday, according to Sky News.
The rebels' government, the Transitional National Council, which is in the process of forming an administration to run the country, has called sheltering Kadafi's family members an "act of aggression."
"We are warning anybody not to shelter Kadafi and his sons. We are going after them in any place to find them and arrest them," said Mahmoud Shamman, an NTC spokesman.
Officials with the NTC said they would seek the extradition of Kadafi's wife Safiya, daughter Aisha and sons Mohammed and Hannibal.
At the British Foreign Office, staff told Sky News they were aware of the situation, which they said was "a matter for the NTC."
Hannibal Kadafi, 35, earned his MBA from Copenhagen Business School and worked as a consultant to the management committee of Libya's General National Maritime Transport Co.