"We're disappointed that Bobby Fischer has not yet been in a position to face the charges against him," deputy spokesman Adam Ereli said.
Fischer flew from Tokyo bound for his new homeland of Iceland Thursday after spending eight months in jail. His lawyer, Masako Suzuki, said the 62-year-old "smiled from the bottom of his heart when he boarded the plane," which was bound first for Copenhagen and, ultimately, Reykjavik.
Japan's justice ministry decided to let Fischer go after being shown documents proving Fischer had been granted Icelandic citizenship, the BBC reported. Born in the United States, Fischer is wanted by U.S. authorities for breaking international sanctions by playing a match in Yugoslavia in 1992.
He was arrested last July when he tried to leave Japan for the Philippines using a U.S. passport, which reportedly had been revoked.
Ereli said Washington was in touch both with Japanese and Icelandic officials, but refused to say if Fischer's extradition would be sought from Reykjavik.