"The statement will be made in Rostov-on-Don. The exact time and place will be announced later," the agencies cited an unnamed source in his entourage as saying Monday.
There were no further details.
The Russian media had printed rumours that Yanukovych, who fled Ukraine after three months of street protests in Kiev turned deadly, was seriously ill in a Moscow hospital after a heart attack.
During his last public appearance, at a press conference on February 28 in the same Russian city, a feisty Yanukovych insisted that he was still the legitimate leader of Ukraine.