Iranian authorities said Rigi who headed the militant group Jundollah was captured on a flight from Dubai to Kyrgyzstan.
A "terrorist attack" has killed at least three people and wounded several others in the south-eastern port city of Chabahar, Iranian state television says.
Rahmdel Bameri, a provincial official, said a suicide attacker driving a vehicle loaded with explosives drove up to the police headquarters.
The official IRNA news agency said it was a vehicle bombing.
Mohammad Hadi Marashi, deputy governor for security affairs, told state TV that two police officers were killed in the attack. No militant group immediately took responsibility for the attack.
Footage showed smoke rising over the city.
Iran has stepped up security in border areas after gunmen in September opened fire on a military parade in Iran's southwestern city of Ahvaz, killing 25 people, nearly half of them members of Iran's elite Revolutionary Guards corps.
Last year, in the first deadly assault claimed by Islamic State in Tehran, 18 people were killed at the parliament and mausoleum of Ayatollah Ruhollah Khomeini, founder of the Islamic Republic.
Iranian Foreign Minister Javad Zarif blamed "foreign-backed terrorists" for the attack.
That attack was claimed by a Sunni Muslim group called, Jundallah, also known as Soldiers of God.
Terror attacks in Shiite Iran are rare, but militants have stepped up action in recent months.
Tehran often blames the United States, Saudi Arabia and Israel for backing groups to destabilize Iran, something its rivals deny.
Chabahar city is around 100 km from Iran's border with Pakistan.