Snowden, who embarrassed US President Barack Obama with his revelations of massive surveillance programmes, failed to appear on the Aeroflot flight to Havana from where he had been expected to continue to Ecuador and claim asylum.
Russia's Interfax news agency, known for its strong security contacts, confirmed that he was not on the Havana flight and quoted an informed source as saying he was likely already out of the country.
WikiLeaks founder Julian Assange said Snowden was "safe" after leaving Hong Kong with a refugee document supplied by Ecuador after the United States revoked his passport.
The White House dubbed Snowden a traitor to his country and warned both Russia and China that their relations with the US might be damaged by their refusal to extradite him.
More From This Section
"We expect (the Russians) to look at the options available to them to expel Mr Snowden back to the United States," White House spokesman Jay Carney said.
Accompanied by WikiLeaks activist Sarah Harrison, he had been expected to take Aeroflot's 1005 GMT flight today from Moscow to Havana after airline sources confirmed he had checked in and had a seat allocated.
But in a dramatic sequence of events, the flight left the terminal at Moscow's Sheremetyevo airport with a pack of hopeful journalists on board and no sign of the former National Security Agency contractor among the passengers.
An AFP correspondent on board said that the seat he had been allocated -- 17A -- was glaringly empty.
It quoted another source familiar with the matter as saying: "Snowden, most likely, has already left the Russian Federation. He could have left on a different plane.