King Juan Carlos has been embroiled in several scandals in recent years including having a central role in an alleged $100 million corruption scandal.
The 82-year-old Spanish royal revealed on Monday that his decision to leave Spain was to help his son, the reigning King Felipe VI, to “exercise his responsibilities".
The letter, published on the royal palace's website, did not mention where the former king would go, nor when exactly he would leave the country.
But on Tuesday, daily newspaper ABC reported that he left Spain on Sunday and flew to the Dominican Republic via Portugal.
The La Vanguardia and El Mundo dailies similarly said he planned to stay with friends in the Caribbean country, but online newspaper El Confidencial said he could be in Portugal, where he spent part of his youth, or in France or Italy.
Asked by AFP about the reports, a royal palace spokesman refused to give any information about Juan Carlos's whereabouts.
"The only information we have is the information which was published on the website of the royal palace yesterday. It is the only information which we have," he said.
The ex-king's lawyer, Javier Sanchez-Junco, issued a statement Monday saying his client was not trying to escape justice by going into exile and would remain available to prosecutors.
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