Sources close to her party say she made the decision to leave unexpectedly, shortly before the verdict was due in Bangkok.
Ms Yingluck failed to appear at the Supreme Court in Bangkok on Friday for the verdict on charges of negligence.
The court issued an arrest warrant for her and confiscated her bail.
Her lawyers told the court she had been unable to attend because she was ill.
But the court rejected this and delayed the verdict to 27 September.
Sources within Ms Yingluck’s Puea Thai Party told Reuters that she had “definitely left Thailand” but did not give details of her whereabouts.
In another development, a former Thai minister also charged in connection with the rice subsidy scheme was jailed for 42 years on Friday.
Boonsong Teriyapirom was found guilty of falsifying rice deals between Thailand and China.