"We were in touch with him earlier today," spokeswoman Jen Psaki told reporters.
"He is no longer at his residence, which you've seen in reporting... I am not in a position to confirm any additional details from here about his location. We have been in touch with him over the last several days."
Yemen has been plunged into chaos by faction fighting and Hadi's current location is one of several mysteries after rebels descended on his last stronghold and a warplane bombed his palace.
But, in Washington, Psaki was unable to give more details.
"I just wanted to make clear that we had been in touch as recently as this morning," she said.
"In terms of his departure, I think it's pretty clear he left voluntarily. I don't think I need to put a new characterization on it.
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