A three-member team of Gujarat Police assisted by their Bihar counterparts raided the ashram in search of Sai, but could not find him, police sources said.
Kaushal Kumar alias Hanuman, reported to be a bodyguard of Sai, a resident of the village got wind of the arrival of the Gujarat Police and fled, the sources said.
Sexual assault complaints have been registered against Asaram and his son Narayan Sai by two Surat-based sisters. Asaram, 75, was arrested in August on charges of sexually assaulting a minor girl and has been in prison at Jodhpur in Rajasthan since then.
Sai had visited the Bihar ashram suspectedly with the two complainant sisters.
The elder sister in her complaint accused Asaram of repeated sexual assault between 1997 and 2006, during the time she had been living in his ashram on the outskirts of Ahmedabad city.
The younger sister filed a complaint against Asaram's son, accusing him of repeated sexual assault between 2002 and 2005 when she was living in their Surat ashram.
Sai had visited the Bihar ashram suspectedly with the two complainant sisters, two years ago, they said.
The Gujarat Police had gone to an ashram in Jaynagar in neighbouring Madhubani district yesterday where Sai had been on a visit in the past and from where he is believed to have left for Kathmandu, the sources said.
A report from Madhubani said that Sai had gone to the Jaynagar ashram in 2005 at the invitation of a disciple, Ram Kumar.