The Jedi are presented as peacekeepers or as police officers. They obviously don't just kill all the bad guys they run into or do mind tricks on them to make them go home and 'rethink their lives', so what do they do with the people they arrest and take into custody? Do they have jails?
As peacekeepers for the Republic, the Jedi work alongside the Judicials and other law enforcement agencies of the Republic such as the Coruscant Security Force. These Republic agencies appear to run their own prisons, such as the Republic Judiciary Central Detention Center on Coruscant. Wookieepedia has images of the interior and exterior of this prison from Star Wars: The Clone Wars episodes "Hostage Crisis" (S1E22) and "Assassin" (S3E7), respectively:
Note that the prison's name indicates it is run by the Republic, not the Jedi. Furthermore, the image of the interior shows that it is guarded by clones, not Jedi. Therefore, the Jedi don't maintain their own prisons -- they hand criminals over to the appropriate Republic law enforcement agency so the criminals can be tried and incarcerated in a prison run by the Republic.
The only reason the Jedi might require their own special prison would be to deal with trained users of the dark side of the Force. However, there aren't enough of these individuals to justify a separate Jedi-run prison (and that's assuming such individuals would allow themselves to be captured rather than fight to the death). In the event the Jedi managed to capture a trained user of the dark side, that person would probably be placed in a special cell in a Republic prison (such as the one Obi-Wan was held in when he was captured on Geonosis) and would perhaps be guarded by a Jedi rather than a regular prison guard.
As another thought, Count Dooku in Episode II, holds Obi-wan captive. The technology he used, was used to hold a Jedi captive, but I'm sure that same technology could be used to hold a Sith.
So if the Jedi needed to use technology to "jail" a Sith, or other force-sensitive, theoretically, it should be possible.
Also, technology like that probably wasn't designed for Count Dooku specifically to hold Obi-wan, that'd make little sense, so its a reasonable assumption that the technology was mass produced for a holding facility, by someone, somewhere; though I know of no references in canon that refer to it.