LAGOS, Nigeria — Naira Marley, one of the biggest music figures in Africa, is being held in police custody in Lagos, after the death of a rising Nigerian music star previously signed to his label.

The singer had faced scrutiny in the court of public opinion for the weeks that passed after his former signee Ilerioluwa Oladimeji Aloba, aka Mohbad, passed away. Marley posted an official statement ...