Prime Minister Shinzo Abe declared an initial month-long state of emergency for Tokyo and six other regions on April 7, later expanding it to cover the entire country.
"He told me they were putting it together for an extension to May 31," Koike said in a video message to residents late Sunday.
Japan's state of emergency is significantly less restrictive than measures seen in parts of Europe and the United States.
It allows governors to urge people stay at home and call on businesses to stay shut.
Local reports said the government would continue to urge residents in 13 high-risk prefectures, including Japan's biggest cities, to cut person-to-person contact by 80 percent and exercise other strict social distancing rules.