Golden Dawn denies any involvement in violence, though several of its lawmakers have been involved in assaults and are due to face trial.
Party spokesman Ilias Kasidiaris infamously hit female Communist MP Liana Kanelli across the face during a heated talk show debate in June last year, and will stand trial for the incident. He was also arrested on Saturday as part of the crackdown.
The organization maintains it has been unfairly targeted ahead of European parliament and municipal elections next year.
Ethnos daily last year said Michaloliakos and Zaroulia had owned a sex hotel in central Athens until the eve of national elections.
Quizzed on the issue, Michaloliakos later admitted that his wife owned 15 percent of the hotel, but he insisted: “I don’t know what kind of hotel it is. We have nothing to do with its operation.”