Roh died on Saturday after throwing himself off a rocky cliff that overlooks his home in the village of Bongha, 450km southeast of Seoul.
The bodyguard had initially told police that he was with Roh on Owl's Rock for some 25 minutes before the former president suddenly jumped.
However, police later determined that Roh had sent his bodyguard to a nearby temple to ask for some information, at which point the ex-leader jumped to his death, Yonhap news agency reported.
A temple official who spoke on condition of anonymity due to the continuing police investigation said the bodyguard arrived at Bonghwasan Temple to ask whether the general director was there, as per Roh's request.
The bodyguard left Roh's side around 6:17am. He returned and later discovered Roh at the bottom of the cliff at 6:45am, Yonhap said, citing Lee Woon-wu, the head of a provincial police agency handling the case.
The guard and several other security personnel brought Roh to a nearby hospital. He was transferred to a university hospital and declared dead.
The provincial police agency said an investigation of the bodyguard is under way, along with the circumstances under which Roh killed himself.
But it said it could not immediately confirm the comments that Yonhap reported.
Police said the bodyguard appeared to have lied during initial investigation for fear of punishment, Yonhap said.
Meanwhile, hundreds of thousands of South Koreans paid their respects at mourning sites across the country as they were preparing to bid farewell to the late president in a public "people's funeral" in an ancient royal palace in central Seoul.
Roh's suicide, just 15 months after he left office, came as he and his family faced intense questioning about $US6 million given to the Rohs during his presidency by a businessman implicated in a number of bribery scandals.
The allegations tarnished the image of Roh, who prided himself on being a "clean" politician in a country with a long history of corruption.
