According to a Niger government official, al-Saadi Gadhafi was accompanied by eight former Libyan officials. The official said his country accepted them on a humanitarian basis.
The 38-year-old's arrival is bound to raise pressure on Niger, which has promised to turn over anyone wanted by the International Criminal Court which includes Gadhafi and a different son.
The country, however, has not said whether they will turn over other regime figures, like al-Saadi, who are wanted by Libya's new interim government but are not the subject of a warrant by the world court.
Other relatives of Gadhafi have recently fled to Algeria for refuge, including his wife and two of his other sons, but that border has since been sealed.
Meanwhile, Gadhafi accused revolutionary forces of surrendering Libya to foreign influence and vowed to press ahead with his resistance in a message Monday issued just hours after a twin attack on a key oil facility by loyalist fighters.
At least 15 attackers were killed, an anti-Gadhafi commander said.
"We will not be ruled after we were the masters," said the brief statement attributed to Gadhafi that was read on Syria's Al-Rai TV.
The message described the opposition forces as "traitors" who are willing to turn over Libya's oil riches to foreign interests, and pledged to fight against the "coup."
The firebrand words by Gadhafi contrast sharply with the staggering losses for his regime in recent weeks, including being driven from the capital Tripoli and left with only a handful of strongholds that are surrounded by former rebel forces.
The whereabouts of Gadhafi himself are still unknown, but his followers claim he is still in Libya.
The Associated Press contributed to this story.