"There might be other countries involved in the coup attempt. Judicial process will reveal it," Erdogan said in an interview with Al Jazeera in Ankara.
Fethullah Gulen, a Muslim cleric based in the U.S., and his people are behind the coup attempt, Erdogan said.
The Turkish president said he was informed about the coup attempt first by his brother-in-law and his initial reaction was disbelief.
He admitted that there was intelligence weakness for the incident. "If there were accurate intelligence they could prevent the coup attempt," Erdogan said.
They had a list of suspects of possible Gulen movement members, but they could not act due to restrictions of law, but their connections are revealed during interrogations, he said.
Elaborating on a huge number of detentions and purge in state institutions, he said every step is taken within the law.
Erdogan said the government has sent request to the U.S. administration for extradition of Fethullah Gulen. "I hope they will take a step as soon as possible," he added.
"We have collected many documents. Many are detained. But we are yet to finish. I don't think vanquishing this coup attempt has reached an end. They might have different plans for the next period," the president said.
The Turkish president also said there could be a link between Gulen movement and the pilots who shot down Russian jet last November.
During the interview, Erdogan said he would approve if the parliament passes the death penalty law.
"The world is not only with the EU, and countries like the United States, Russia and China all have death penalty... It is the Turkish people's call and the parliament's right to decide whether to pass the law of death penalty," Erdogan said.
Since the coup failed on last Saturday, over 9,000 people have been arrested facing court decisions, according to the president.
Comment: See also: Failed Turkey coup: Why Russia warned Erdogan ahead of time