The event has it venues decided up until 2019 – all in the States – but is considering the move to help increase the prestige and profile of the event.
2019 is also the year the tournament's current American television deal with CBS runs out.
The US PGA is one of golf's four Major golf championships, but has struggled to capture the public's imagination in quite the same way as the three rivals – the Masters, the Open and the US Open.
PGA of America CEO Pete Bevacqua told Golf World they are investigating the idea of sending the event to new markets.
"This is an exercise we are going through, an analysis. It is far from a fait accompli that we are going to take the PGA Championship international," said Bevacqua.
"When we sat down to map our strategic plan to service our members and grow the game the question arose as to what impact it would have to take the PGA Championship to an international location once or twice a decade.
"It would be something we would only do if we had the cooperation of quite a few groups.
"It would need to work for the PGA Tour, and it would need to work for the PGA Tour players. Another would be the PGA in the particular area we would consider. We would want the international PGAs to be a part of this and share in this. Many pieces would have to fall in place."
The first PGA event was held in 1916 and it was changed from a match play event to a stroke play tournament in 1958.
Jason Dufner won this year's event at the Oak Hill Country Club in Rochester, New York.