Interpol issued a “red notice” alert for Harris Binotti after 47-year-old colleague Gary Ferguson was killed in Yangon in November last year.
A report in the Scottish Sun newspaper said Binotti, 26, was seen leaving a flat in Craigton in Glasgow which he is said to share with his Belgian girlfriend.
But Police Scotland says it has “no authority” to arrest Harris Binotti despite the red notice.
Mr Ferguson had suffered head and chest wounds.
Police in Myanmar said Binotti had not been seen since he and Mr Ferguson were seen drinking together.
A spokesman for Police Scotland said in a statement: “The Myanmar authorities have the lead in the investigation into the death of Peter Gary Ferguson.
“Police Scotland has no authority to arrest anyone at this stage.
“Police Scotland will continually monitor any ongoing risk and take all appropriate measures.”
Interpol alerted police forces around the world that Binotti is wanted on a charge of murder and describes him as 5ft 5in (1.68m), with brown hair and blue eyes.
Binotti and Mr Ferguson taught English at the Horizon International School in Yangon.
Am Interpol spokesman said: “At the request of Myanmar authorities, Interpol issued a red notice, or international wanted persons alert, for Mr Binotti.
“A red notice is a request to provisionally arrest an individual pending extradition issue upon the request of a member country based on a valid national arrest warrant. It is not an international arrest warrant.”
Interpol said it did not arrest individuals, but added: “Many of Interpol’s member countries, however, consider a red notice a valid request for provisional arrest.”
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