Edward Snowden.
The South China Morning Post said his final destination may be Ecuador or Iceland.
It did not give any source for the information. A Hong Kong government spokesperson said Snowden had left voluntarily.
Russian President Vladimir Putin’s spokesperson said on Sunday he was unaware of Snowden’s location or plans.
The Hong Kong government said it had notified the US government about Snowden's departure.
The paper said it could confirm that Moscow would not be his final destination.
The paper earlier quoted Snowden offering new details about America's spy activities, including accusations of US hacking of Chinese cellphone companies and targeting China's Tsinghua University.
"The NSA does all kinds of things like hack Chinese cellphone companies to steal all of your SMS data," Snowden was quoted by South China Morning Post as saying in a June 12 interview.
Documents previously leaked by Snowden revealed that the NSA has access to vast amounts of internet data such as emails, chat rooms and video from large companies, including Facebook and Google, under a government program known as Prism.
They also showed that the government had worked through the secret Foreign Intelligence Surveillance Court to gather so-called metadata — such as the time, duration and telephone numbers called — on all calls carried by service providers such as Verizon.
On Friday, the Guardian, citing documents shared by Snowden, said Britain's spy agency GCHQ had tapped fibre-optic cables that carry international phone and internet traffic and is sharing vast quantities of personal information with the NSA.
Espionage charges
The United States charged Snowden with theft of government property, unauthorised communication of national defence information and willful communication of classified communications intelligence to an unauthorised person, according to the June 14 criminal complaint made public on Friday.
The latter two offenses fall under the US Espionage Act and carry penalties of up to 10 years in prison.
Snowden says he leaked the details of the classified US surveillance to expose abusive and illegal programs that trampled on citizens' privacy rights.
President Barack Obama and his intelligence chiefs have vigorously defended the programs, saying they are regulated by law and that Congress was notified. They say the programs have been used to thwart militant plots and do not target Americans' personal lives.
Stephen Vladeck, a professor at American University's Washington College of Law who studies national security issues, said there is no clear definition of what constitutes a political offence under the treaty.
"My intuition says it'll be easier for Snowden to argue espionage is a political offense than [the US charge of] theft of government property," Vladeck said.
Should he return to the United States, Snowden would face trial in a federal court in Virginia that has a long track record of hearing cases related to national security and also to cyber crime.
In the past 20 years, the US government has racked up remarkable success rates in winning convictions or guilty pleas from people brought before the federal court in Virginia who were accused of espionage or terrorism. Because of its speed, the court is considered a "rocket docket". – Reuters