President Alexander Lukashenko helped broker a deal under which Prigozhin ended his abortive mutiny on June 24 in exchange for security guarantees for himself and his soldiers.
The deal allowed Prigozhin and his troops to move to Belarus.
Lukashenko said last week that Prigozhin was in Belarus.
He told international reporters on Thursday that the mercenary chief is in St Petersburg and Wagner troops still were at their camps.
He did not specify the location of the camps, but Prigozhin’s mercenaries fought alongside Russian forces in Ukraine before their revolt.
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The rebellion saw them quickly sweep over the southern Russian city of Rostov-on-Don and capture military headquarters there before marching on the Russian capital in what Prigozhin described as a “march of justice” to oust the Russian defence minister and the General Staff chief.
Prigozhin claimed his troops had come within 200 kilometres of Moscow when he ordered them to stop the advance under the deal brokered by Lukashenko.
The abortive rebellion represented the biggest threat to Russian President Vladimir Putin in his more than two decades in power and exposed the Kremlin’s weakness.
Lukashenko’s statement followed Russian media reports that claimed that Prigozhin was spotted in St Petersburg, Russia’s second-largest city. His presence was seen as part of agreements that allowed him to finalise his affairs there.