The searches were conducted after an alleged mutiny staged by the mercenary group against leaders of the Russian Ministry of Defence on June 23.
However, on Thursday, Mr Lukashenko said the Wagner leader was in Russia, not Belarus.
He told reporters: “As for Prigozhin, he's in St Petersburg. He is not on the territory of Belarus.”
During the searches, which took place on June 24, according to Russian media outlet Izvestia, police also found currency in various denominations.
The searches were extensively documented in photos and videos published by Izvestia.
A search of Mr Prigozhin's St Petersburg office on June 24 yielded 10 billion roubles ($110.4 million) in cash, which was subsequently returned to the office on July 4.
Material evidence acquired during the searches included not only a vast assortment of weapons and currencies, but also a collection of wigs and disguises.
Leaked images of Mr Prigozhin wearing these disguises have stoked public interest and speculation.
While the purpose of the disguises is a topic of speculation, some argue that Mr Prigozhin may have used them while furthering Mr Putin's interests in Africa and the Middle East.
Some of the disguises portrayed him in different roles, from a Ministry of Defence employee in Sudan to various military figures from Libya.
Mr Prigozhin, often referred to as “Putin's chef” due to his past in the catering industry, is a Russian business tycoon with close ties to the president.
He is the alleged financier of the Wagner Group, a private military company involved in various conflicts around the globe, including Syria, Ukraine, and Libya.
Despite operating officially as a private company, the group is known to have significant ties to the GRU, Russia's military intelligence service.
Several people involved in its inception have connections to the GRU, which has led many experts to argue that the Wagner Group is essentially a proxy for the Russian state, used to achieve geopolitical goals without official Russian military involvement.
Before the failed coup, Mr Prigozhin had been awarded a Gold Star medal with the title of Hero of the Russian Federation on June 20, 2022.
However, recent events and the subsequent raid on his properties have led to a notable shift in the public's perception of the Wagner Group boss.