Warrants for his arrest were issued at Auckland, Hamilton, and Waitakere district courts.
He was known in New Zealand as Roderick Robinson, police said.
He changed his name to Macdonald after being convicted of child sex offences in the UK, British newspaper the Telegraph reported.
Macdonald was caught in Malta this week after four years on the run following a conviction for abusing two girls in Brighton in the UK.
New Zealand police said they'd been in contact with British law enforcement agencies in recent weeks.
Macdonald was reportedly deported from Portugal to Australia in 2010 to face charges of raping an 8-year-old girl in 1989. While on bail, he fled to New Zealand.
He was then arrested in New Zealand for child sex offences. He was granted bail after surrendering his passport but used a stolen passport to fly to Portugal, Radio New Zealand reported.
He was arrested in the Algarve in 2010 on an international arrest warrant, the Telegraph reported.
Macdonald served a six-month sentence in Australia for indecent assault.
He then moved to Brighton, where in June 2012 he was accused of abusing two sisters, aged 5 and 7. He was convicted, but fled before sentencing.
He is now wanted in the UK for absconding, and for failing to notify authorities he had changed his name, his address and was going abroad.
Macdonald was remanded in custody this week in Malta to be deported to Britain and re-sentenced.
British detectives want to question Macdonald about paedophile rings in the area where Madeleine went missing.
Detectives are reportedly looking into 18 possibly linked break-ins at Algarve villas by a lone intruder from 2004 to 2010, the Telegraph said.