A six-member Gujarat police team from Surat, assisted by the Chhattisgarh police, raided Asaram's ashram at VIP Road.
The team carried out an extensive search at the ashram, but failed to find Sai, Raipur Superintendent of Police O P Pal told reporters.
Sexual assault complaints have been registered against Asaram and his son Narayan Sai by two Surat-based sisters.
Asaram (75) was arrested in August on charges of sexually assaulting a minor girl and has been in a Jodhpur prison since then.
The younger sister filed a complaint against Asaram's son Narayan Sai, accusing him of repeated sexual assault between 2002 and 2005 when she lived in Asaram's Surat ashram.
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