I can't find evidence of an arrest warrant. It sounds like an exaggeration of Kissinger's 2001 visit to Paris. He was summoned then by a French judge to explain the events of the 1973 coup, but the US Secretary of State intervened and he left the country. It was just a court summons, not an arrest warrant. Wikipedia has a well-cited section of other similar events here.
Kissinger was certainly worried about a real arrest happening, however. Pinochet had been arrested several years earlier in the United Kingdom for his admittedly less covert involvement same events, and even though he was eventually released, he had still been interned for several years. Kissinger even wrote a paper condemning the "judicial tyranny" of international courts a few months after his departure from Paris.
But no, no arrest warrant.