Government spokesperson Seydou Gueye said Mr Sall was not involved.
Lamine Diack, a Senegalese citizen, is under investigation in France, accused of turning a blind eye to doping in Russian athletics while IAAF chief.
French newspapers have alleged that he received $1.6m (£1.1m) from Russia to back Mr Sall's 2012 election campaign.
The government of Senegal has denied allegations that President Macky Sall's campaign was funded by the former head of world athletics, Lamine Diack.