Mr Rajapaksa, his wife and two bodyguards left aboard a Sri Lankan Air Force plane, an immigration official said.
A government source said he left for the city of Male, the capital of the Maldives. The president would most likely proceed to another Asian country from there, the source said.
The immigration official said authorities could not under law prevent a sitting president from leaving the country.
Mr Rajapaksa was due to step down as president today to make way for a unity government, after thousands of protesters stormed his and the prime minister's official residences on Saturday demanding they leave.
The president has not been seen in public since Friday. Parliament will elect his replacement on 20 July.
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