"As far as Prigozhin is concerned, he is in Saint Petersburg ... He is not in Belarus," Alexander Lukashenko told reporters from foreign media outlets.
Speaking in the presidential palace in Minsk, Lukashenko said he knew "for sure" that Prigozhin was a free man, adding "I spoke to him on the phone yesterday."
Lukashenko said on June 27 that Yevgeny Prigozhin had arrived in Belarus as part of the deal that defused the crisis, which had seen the Wagner fighters briefly capture the southern Russian city of Rostov-on-Don and then march towards Moscow.
A business jet linked to Prigozhin left St Petersburg for Moscow on Wednesday and was heading for southern Russia on Thursday, according to flight tracking data, but it was not clear if the mercenary chief was on board.
Lukashenko also said the question of Wagner units relocating to Belarus had not been resolved, and would depend on decisions by Russia and by Wagner.
"Whether they will be in Belarus or not, in what quantity, we will figure it out in the near future," he said.
"At the moment the question of their transfer and set-up has not been decided," Lukashenko added.
Prigozhin launched a mutiny against Russia's military leadership on June 23 and sent an armed column towards Moscow in the biggest challenge to President Vladimir Putin's leadership.
Some 24 hours later, the Kremlin said the crisis had been resolved thanks to mediation from Lukashenko, with Prigozhin due to depart for Belarus.
Since then, Russian authorities have shut down or raided Prigozhin's businesses.
Images broadcast by Russian media on Wednesday showed police entering Prigozhin's residence, a vast and luxurious mansion with a helicopter parked in the grounds, reportedly on June 25.
The images showed police discovering wads of rubles and dollars, gold ingots, assault weapons, a closet full of wigs and several passports in Prigozhin's name but with photos of different people.
Lukashenko said he was "not worried or concerned" about hosting Wagner troops in his country and said they could instead be an asset.
"I do not think that Wagner will rise up and turn its guns against the Belarusian state," he said.
"If we need to activate these units, we will activate them immediately and their experience will be very much appreciated."
He also spoke about ties between Prigozhin and Putin.
"I don't know everything about the relationship between Putin and Prigozhin and I don't want to know everything," he said.
"Putin knows Prigozhin much better than me," he said, adding: "Do you think Putin is so vindictive that he'll bump him off tomorrow? No, that's not going to happen."
On the question of the Russian nuclear warheads that have been stationed in Belarus, he said they had only a "defensive purpose."
"We are not planning to attack anyone with nuclear weapons," he said, adding however that there would be an "immediate" response if Belarus was attacked.
This report was compiled from Agence France-Presse and Reuters.