He had made the offending comments during a previous concert, the police said. The lawmaker, whose real name is Robert Kyagulanyi, is now under investigation for the remarks.
Since being elected to parliament in June, Mr Wine has been a thorn to the governing NRM party. He is among opposition MPs who have been opposing a plan to scrap the presidential age limit, which is currently 75.
Removal of the age limit is seen as a plot to remove barriers that would allow 73-year-old President Yoweri Museveni to run in 2021.