The spokesman said the force was still waiting for an update from the north African state.
Du was wanted over the deaths of Jifeng Ding, wife Helen and their daughters, Alice, 12, and Xing, 18.
They were found dead at the family home in Wootton, Northamptonshire, on May 1 last year.
A spokesman for the Home Office said: “We can confirm Du has been arrested in Morocco.
“The extradition process, including the length of time it is likely to take, is a matter for the Moroccan authorities.
Any matters regarding his trial in the UK would be a matter for the courts.”
Du was arrested days after police turned their attentions to Spain and Morocco following new information.
They believed he had avoided major transport hubs in making the 1,700-mile journey.