The O Globo newspaper reported that photographers snapped photos of Bieber as he painted graffiti on a wall of the former Hotel Nacional in Rio de Janeiro Tuesday morning.
Defacing buildings is a crime in Brazil punishable by up to one year in jail and a fine.
O Globo said police went to the mansion Bieber rented in Rio to question him, but he was not there.
Phone calls and emails to the police department for more details went unanswered. Calls and emails to Bieber representatives Melissa Victor, Nick Styne and Aaron Rosenberg were not returned.
According to the Globo TV network Bieber flew out of Brazil Wednesday afternoon on a private jet and went to Paraguay, where he was scheduled to perform.
In the Colombian capital of Bogota, where he performed last week, Bieber upset authorities when he spray-painted graffiti on a wall along one of the capital city's main avenues while being escorted by officers in a police car.