Prigozhin's whereabouts have been a mystery since he was seen in southern Russia during the mutiny.
Under a deal to end the stand-off, charges against Prigozhin were dropped and he and his fighters were to be allowed to move to Belarus.
Belarus leader Alexander Lukashenko helped broker the deal.
Just over a week ago Mr Lukashenko, who has ruled Belarus since 1994 and is widely thought to have rigged 2020 elections to maintain power, said Prigozhin had arrived in Belarus.
But, on Thursday Mr Lukashenko told reporters: "As for Prigozhin, he's in St Petersburg. He is not on the territory of Belarus."
The BBC tracked Prigozhin's private jet flying to Belarus in late June, and returning to Russia the same evening.
It has since made several flights between St Petersburg and Moscow - although it is not clear if Mr Prigozhin has been on board. The BBC also can't verify Mr LUkashenko's claim about the Wagner leader's current location.
On Thursday Mr Lukashenko added that "as far as I know" the rest of the Wagner fighters were still at their bases - which could include eastern Ukraine or a training base in Russia's Krasnodar region.
The Belarus leader said an offer for Wagner to station some of its fighters in Belarus - a prospect that has alarmed neighbouring Nato countries - still stands.
Mr Lukashenko said he did not see it as a risk to Belarus and did not believe Wagner fighters would ever take up arms against his country.
The Wagner Group is a private army of mercenaries that has been fighting alongside the regular Russian army in Ukraine.
Watch: Tracking Wagner's day of rebellion... in 82 seconds
Prigozhin's mutiny saw Wagner mercenaries cross the border into Russia from field camps in Ukraine and into the southern city of Rostov-on-Don, seizing command of some security facilities.
Wagner fighters then travelled towards Moscow, prompting the Kremlin to introduce tighter security in many regions, including the capital.
Vladimir Putin accused the group of treason, but under the deal that brought an end to the mutiny, Prigozhin was been promised security and the Russian criminal case against Wagner was dropped.
Its fighters were told they can either sign regular army contracts, go home or head to Belarus.
In his previous statements to journalists, Mr Lukashenko said Wagner mercenaries had been offered an abandoned military base if they wanted to join their leader
Recent satellite images have shown what looks like tents being erected at a former military base close to Minsk, but there has been no sign yet that this has happened