The child's mother, Lucy Anderson, 30, and father, Stuart Creaney, 22, were detained on suspicion of abduction in the Dumfries area and will be taken to face further interviews by detectives in Co Down.
Police confirmed that 17-month-old Sophie Anderson was safe and well.
She was found on Wednesday night when officers from Dumfries and Galloway were called to the caravan park. Creaney and the child's mother were arrested.
Sophie has been in care since her birth and vanished on Monday after she was collected by her mother from Banbridge. Later they were seen getting on a ferry in Belfast for Stranraer.