The Dominican Republic has said it has no registry of Spain's former king Juan Carlos arriving in the country.
Earlier, Spanish newspapers reported the 82-year-old had travelled to the Caribbean nation after leaving his home country under a cloud of scandal.
But a spokesperson for the Dominican Republic's Migration Office said the former king's last trip there was from 28 February to 2 March.
The royal palace in Madrid announced yesterday that Juan Carlos, who abdicated in 2014 over a previous scandal, was leaving Spain to allow his son Felipe to act as king without his father's personal affairs affecting his reign.
The palace did not say where he had gone.
Pressure had been building for weeks on Juan Carlos and Felipe to take action to protect the monarchy, after Spanish and Swiss prosecutors started looking into allegations of bribes over a high-speed rail contract.
'La Vanguardia' - a daily newspaper - said Juan Carlos, who is keeping the title of King Emeritus, left the royal palace, where he was living, on Sunday, before going to Portugal by car yesterday morning and flying from there to the Dominican Republic.
The former monarch plans to stay for a few weeks with a family who made their fortune in sugar plantations, before looking for a new destination, the paper said, without citing a source.
The ABC newspaper also said Juan Carlos had gone to the Caribbean country.
His lawyer said the former king would "remain at the disposal of the prosecutors' office".
Neither the lawyer nor the palace have commented on whether Juan Carlos has left Spain or where he could be.
Via his lawyer, he has repeatedly denied comment on the corruption allegations.
Amid speculation over the travel plans of Juan Carlos, Portuguese TV channel TVI24 and the Correio da Manha tabloid paper said that he was in Cascais, a resort near Lisbon, where he spent part of his childhood.
While prosecutors in Geneva and Madrid are looking into offshore accounts and possible bribes, Juan Carlos is not formally under investigation in either country and so is not technically a fugitive.
The Geneva prosecutor's office did not immediately respond to a request for comment.
In Spain, the Supreme Court's prosecutor's office said it was carrying on with its investigation and declined to comment on Juan Carlos' decision to leave.
Switzerland classifies the Dominican Republic as a country with which judicial cooperation is "very difficult".
Spanish Prime Minister Pedro Sanchez has said he respects the palace's decision, describing it as "fitting of a robust democracy".