Reports added that Mr Jammeh will leave for Mauritania tonight with President Aziz. It is not clear whether he will settle there permanently or move to another country.
Mr Jammeh’s mandate expires at midnight of Wednesday after his surprised defeat in last month’s election by opposition candidate Adama Barrow.
He had vowed to cling to power after accusing the country’s electoral commission of rigging the election in favour of the opposition.
His attempt to overturn the election result at the Supreme Court has been delayed because of a shortage of judges as most of the judges come from neighbouring countries.
Neighbouring Senegal and Nigeria have threatened to storm Banjul militarily and enforce last month’s election results unless he steps down by midnight.