In the live footage of the arrest, which occurred around 5:10am local time, Jimenez can be heard explaining to the officers the four of them are “one team.”
“We are getting out of your way. Just let us know. Wherever you want us to go we will go.”
The team is surrounded by heavily armed State Patrol officers who place the reporter in handcuffs.
“Do you mind telling me why I’m under arrest?” Jimenez says calmly.
An anchor from the studio says “this is an American television reporter … being led away by police officers.”
Jimenez is led back behind a line of state patrol officers while the CNN producer steps in to explain “we were just out here reporting.”
“I’ve never seen anything like this” the anchor in the studio says as the camera man is forced to lay down his camera, which is still recording live, and be placed in handcuffs
“If you’re just tuning in, this is our camera crew being arrested,” the anchor says.
“We don’t know why they’re being arrested.
“They are allowed to be reporting on the unrest that is happening right now but for some reason the state police have decided they need to be under arrest,” she said.
Meanwhile the camera keeps running a live feed back to the studio, despite being placed on the ground by police.
Jimenez had previously tweeted the “images out of Minneapolis right now are unbelievable.” “Thousands in the streets, a police precinct on fire, fireworks being fired into those flames. All while we wait on whether charges will be filed against the officers involved in the death of George Floyd. #GeorgeFloyd”
The shock footage came after a third night of protests in Minneapolis, in the US state of Minnesota, after the death of a black man George Floyd who was pinned to the ground by a white police officer who knelt on his neck for more than 10 minutes.
Mr Floyd, 46 begged to be let go during the incident, telling the officer, “I can’t breathe”, before he lost consciousness. Terrified bystanders watched on, telling the officer he was bleeding from the nose and struggling.
He was then put on a stretcher and taken to the Hennepin County Medical Centre where was pronounced dead.
The shocking event sparked huge protests in the city which descended into chaos when the Police Departments 3rd Precinct building was set alight.
Earlier, Jimenez had reported from outside the burning building. However around 5am on Friday, local time, remaining protesters clashed with police and tear gas was thrown.
On Thursday President Trump added fuel to the fire by warning if local authorities can’t restore order, he would send in the country’s military to deal with the “thugs”, adding: “When the looting starts, the shooting starts.”
Earlier Trump has said “I feel very, very badly” about George Floyd’s death.