Price has played the bumbling police officer in nine episodes of the Doctor Who spinoff since 2006.
The actor wrote on his Twitter feed: "Sorting out a US visa. Now...why would I be doing that?"
Series creator Russell T. Davies previously confirmed that the show's fourth run, subtitled 'The New World', will be partly filmed in the US.
Kai Owen, who plays Rhys on the show, also confirmed his return via Twitter, writing: "In about one month from today I'm gonna be putting on my 'Rhys' costume once more!"
In response to his co-star's message, Price later joked: "I look forward to seeing that costume. Jeans and a t-shirt, yeah?"
Torchwood: The New World will air on BBC One in the UK and Starz in the US.