Scoop Marketing, which represents the band, has told gossip website TMZ that Salahi is with the band, who had a Wednesday concert in Memphis.
Salahi's husband, Tareq, reported to Virginia authorities that she was missing and said he believed she'd been abducted. But Warren County Sheriff Daniel T. McEathron said a deputy spoke with Michaele Salahi and she assured him she left with a friend.
The sheriff's department would not give any details on Michaele Salahi's location early Thursday.
The Salahis burst onto the scene in 2009 when they crashed a White House state dinner.