JJ McMenamin, 30, had failed to attend court for alleged driving offences.
Officers searched Leyburn, North Yorkshire, for the suspect over the weekend, calling in the force helicopter and sniffer dogs.
Earlier Mr McMenamin filmed himself walking up to Harrogate police station dressed as the character.
Mr McMenamin shared his arrival at the police station on Facebook Live, saying at one stage: "I'm right outside the cop shop now, let's see how it goes."
He had previously taunted police in a series of posts and videos on his Facebook page, including sharing a photo of his head superimposed on an image of children's book character Where's Wally with the caption, "Dude... I'm right here."
In another video, Mr McMenamin sang along to Kenny Rogers' The Gambler on the car stereo and laughed as he played Lionel Richie's Hello, which contains the line "is it me you're looking for?", and the Spencer Davis Group's Keep On Running.
In another Facebook post the 30-year-old, originally from Middlesbrough, shared a picture of Where's Wally in a police mugshot, with the caption "Hide Seek Champion 2016-2017".
A North Yorkshire Police spokeswoman said: "A 30-year-old man from Middleham has been arrested after he handed himself in to officers at Harrogate police station.
"The arrest comes after extensive police searches for the man over the weekend."
A warrant was issued for Mr McMenamin's arrest after he failed to appear at Northallerton Magistrates Court on 19 December to face charges of driving while disqualified and driving without insurance.
He was due to attend a hearing at the same court on Monday.

It showed many people use computers instead of memorising information.
Many adults who could still recall their phone numbers from childhood could not remember their current work number or numbers of family members.
Maria Wimber from the University of Birmingham said the trend of looking up information "prevents the build-up of long-term memories".
The study, examining the memory habits of 6,000 adults in the UK, France, Germany, Italy, Spain, Belgium, the Netherlands and Luxembourg, found more than a third would turn first to computers to recall information.
The UK had the highest level, with more than half "searching online for the answer first".
But the survey suggests relying on a computer in this way has a long-term impact on the development of memories, because such push-button information can often be immediately forgotten.
"Our brain appears to strengthen a memory each time we recall it, and at the same time forget irrelevant memories that are distracting us," said Dr Wimber.
She says that the process of recalling information is a "very efficient way to create a permanent memory".
"In contrast, passively repeating information, such as repeatedly looking it up on the internet, does not create a solid, lasting memory trace in the same way."
Among adults surveyed in the UK, 45% could recall their home phone number from the age of 10, while 29% could remember their own children's phone numbers and 43% could remember their work number.
The ability to remember a partner's number was lower in the UK than anywhere else in the European survey. There were 51% in the UK who knew their partner's phone number, compared with almost 80% in Italy.
The study from Kaspersky Lab, a cybersecurity firm, says that people have become accustomed to using computer devices as an "extension" of their own brain.
It describes the rise of what it calls "digital amnesia", in which people are ready to forget important information in the belief that it can be immediately retrieved from a digital device.
The study highlights how, as well as storing factual information, there is a trend to keep personal memories in digital form. Photographs of important moments might only exist on a smartphone, with the risk of their loss if the device is lost or stolen.
"There also seems to be a risk that the constant recording of information on digital devices makes us less likely to commit this information to long-term memory, and might even distract us from properly encoding an event as it happens," said Dr Wimber.
A wanted man who taunted police by dressing as Where's Wally handed himself in while broadcasting the event on Facebook.
[NEXT_CONCEPT]
An over-reliance on using computers and search engines is weakening people's memories, according to a study.