Official sources said Khan left by an Emirates flight to Lahore via Dubai yesterday evening.
Khan and his manager Maroof had on Monday paid Rs 15 lakh each by way of penalty slapped on them in connection with the huge amount of undeclared foreign currency recovered from them.
Khan had collected his passport from the office of the Directorate of Revenue Intelligence yesterday morning.
The duo were to board a Dubai flight on Feb 13 when DRI sleuths detained them at Indira Gandhi International Airport here with the foreign currency.
After completing its probe, the DRI has charged them with violating provisions of the FEMA and Customs Act and sent the matter for adjudication to Customs, they said.
The Customs department later imposed a penalty of Rs 15 lakh on each of them.
The investigations against event manager Chitresh Shrivastava and two foreign exchange dealers of Mumbai, would continue, the sources said.
As per rules, no one can carry beyond USD 5,000 in cash and USD 5,000 in other instruments. A person has to declare the amount if he is carrying more than this to the Customs Department.