Maputo - Mozambican police said on Wednesday they were investigating the possibility that suspects in the murder of Rwanda's former intelligence chief were in the country.
However they denied media reports that four Rwandans had been arrested in Mozambique over the killings.
Patrick Karegeya, 53, was discovered slumped on a bed by staff at the plush Michelangelo Towers hotel in Johannesburg's upmarket suburb of Sandton on 1 January.
Last week, reports surfaced that Karegeya's suspected killers might have fled South Africa to Mozambique.
"Nobody has been arrested in this connection," Mozambican police spokesperson, Joao Machava told AFP, adding he had been "misunderstood" by other media outlets reporting the arrest.
"We are working on information about the possible movement of these individuals in Mozambique," Machava said.
He declined to say where this information had come from and said Mozambican authorities were not working with their South African counterparts on the case.
Karegeya was once head of Rwanda's external intelligence service and a close ally of President Paul Kagame, but he later fell out of favour.
In 2007 he fled into exile in South Africa, where he became a fierce critic, describing Kagame as a dictator and alleging he had first-hand knowledge of the state killing of Rwandan dissidents abroad.
Karegeya's supporters have accused the Rwandan government of being behind his killing.
Rwanda has vehemently denied involvement in the attack.