Officials in Equatorial Guinea have asked South Africa for permission to interview Mark Thatcher over claims he helped finance an alleged coup plot.
Sir Mark was arrested at his home
The South African foreign ministry said the west African country had asked to send a delegation to question him about the alleged plot in their country.
However, a spokesman for the ministry, Ronnie Mamoepa, said there had been no request for extradition.
Sir Mark says he is innocent and he is co-operating with the authorities.
Sir Mark is currently under house arrest in South Africa, where police say they have "credible evidence" he helped finance the alleged plot.
He is accused of violating laws banning South African residents from taking part in foreign military action.
Mr Mamoeba said: "The Equatorial Guinea authorities have requested permission to visit South Africa to interview Mark Thatcher."
He said the request was being considered.
BBC world affairs correspondent Adam Mynott said South Africa has a policy of not extraditing people to nations using the death penalty.
"The South Africans feel they have evidence," he said, and are keen to try Sir Mark "on their own turf".
Earlier on Friday, Lucie Bourthoumieu, a lawyer for the government of Equatorial Guinea, which still uses the death penalty for serious crimes, said the country had "strong hopes" of Sir Mark being extradited.
The alleged plot to overthrow the president of Equatorial Guinea has sparked dozens of arrests across Africa.
Baroness Thatcher has been away in America
The alleged plot leader, former British SAS captain Simon Mann, an old Etonian, has admitted trying to procure dangerous weapons.
He was found guilty of the charges by a Zimbabwean court on Friday but 66 other suspected mercenaries were acquitted.
Sir Mark's solicitor says his client never had discussions with Mr Mann about investing in any of his schemes.
Lord Bell, a close adviser to Sir Mark's mother, former UK Prime Minister Margaret Thatcher, said she was "distressed" but confident her son would be cleared.
Prosecutors in South Africa have said Sir Mark's house was on the market and he had suitcases ready around his house, indicating he was preparing to leave the country.
But Sir Mark's solicitor and friend Ron Wheeldon told BBC Radio 4's Today programme the claims he had been planning to leave were a fabrication.
Sir Mark was arrested on Wednesday at his home in the Cape Town suburb of Constantia.
He was bailed to reappear in court on 25 November and ordered to pay a two million rand (£165,000) bail bond.
Investigators were said to be examining his records and computers for information about the alleged plot.
Sir Mark said in a statement: "I am innocent of all charges made against me. I have been and am co-operating fully with the authorities in order to resolve the matter.
"I have no involvement in an alleged coup in Equatorial Guinea and I reject all suggestions to the contrary."