The MLAs were in Jaipur since Wednesday following the crisis triggered by a rebellion in Congress.
Uttarakhand was brought under President's rule on grounds of "breakdown of governance".
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"We have left Jaipur and are on our way to Delhi and will reach Uttarakhand tomorrow," BJP MLA Madan Kaushik told PTI over phone. "Now our party leadership will decide next move."
Another MLA Adesh Chauhan said, "It was a corrupt government and has gone now. BJP will now be able to form government.