Earlier this week, Turkish Justice Minister Bekir Bozdag suggested that Gulen could have left the United States for other countries, including Canada, Egypt, Australia and Mexico. Egyptian Prime Minister Sherif Ismail has denied receiving asylum application from Gulen so far.
"There is no formal tracing request, and the government does not react to media reports," the source said.
On July 15, the coup attempt took place in Turkey and was suppressed the following day. Over 240 people were killed and more than 2,100 injured during the failed coup excluding the victims among the coup plotters, according to the country's authorities.
The Turkish government has accused Gulen and his followers of having played a key role in the coup. Gulen has denied the accusations.