Saito, 21, failed an out-of-competition test in the lead-up to the Games, the agency said late Monday, citing unnamed sources.
If true the positive doping test would be the first ever returned by a Japanese athlete at a Winter Olympics, Kyodo added.
It said the Japanese Olympic Committee had scheduled a press conference Tuesday to address Saito’s adverse finding.
Games organisers said they had no information on the dioping report and the International Olympic Committee was not immediately available for comment,
Sato, a humna biology student whose sister Hitomi is also competing in Pyeongchang, was a member of Japan’s 3,000m relay team that finished third at the 2013 and 2014 world junior championships.