Massa was accompanied by his wife Rafaela and his doctor Dino Altman. His jet flew out of the Hungarian capital Budapest and was expected to stop over in Dakar, Senegal, before flying on to Sao Paulo.
The pilot will go to a Brazilian hospital for check-ups but is not going to be further hospitalised, his father Luiz Antonio Massa said earlier.
The 28-year-old Ferrari driver had been taken to Budapest's AEK hospital on July 25 after a horror crash during qualifying at the Hungarian Grand Prix.
The Brazilian was struck by a suspension spring which had worked its way off Rubens Barrichello's Brawn GP, resulting in Massa crashing his Ferrari into a tyre barrier in qualifying in Budapest.
Massa underwent surgery on his fractured skull but was able to get up and walk around within a few days. His doctors have said his condition continues to improve.
Seven-time world champion Michael Schumacher has agreed to return to racing to fill in for his friend at Ferrari, starting with the European Grand Prix in Valencia on August 23
