The accused including suspended IPS officers D G Vanzara, Rajkumar Pandian and Dinesh M N are expected to be produced before the special CBI court in Mumbai on November 23.
Vanzara and Pandian were sent in separate vehicles for the 560-km journey.
"Vanzara had been given Z+ category security and hence he has been sent in a separate vehicle looking at the security aspect," jail superintendent R J Parghi told PTI.
Later, the accused will be sent to a jail in Maharashtra as per the decision of the special court.
The escort team comprised 52 personnel under DCP Mayaksinh Chavda, an ACP, four police inspectors, six police sub-inspectors and 20 'Chetak' Black Cat Commandos and 20 police constables from Special Operation Group(SOG) and Crime Branch.
On September 27, the Supreme Court had ordered the transfer of the case to Maharashtra after CBI submitted that witnesses were being intimidated and that a free and fair trial was not possible in Gujarat.
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Two other accused in the case, Abhay Chudasama and N K Amin, have sought exemption from their production on health grounds and hence they are unlikely to be produced along with their co-accused, sources said.
Chudasama, a suspended IPS officer, is lodged in Nadiad Jail while Amin is in Vadodara Central Jail for the past almost two years.
The other accused taken to Mumbai were H N Dabhi, Balkrishna Chaube, Abdul Rehman, M L Parmar, Himanshu Singh and Shyamsingh.
Sheikh and his wife Kauser Bi were allegedly abducted by Gujarat's Anti-Terrorism Squad from Andhra Pradesh. Sheikh was killed in an alleged fake encounter on the outskirts of Ahmedabad on November 26, 2005 and his wife was also later found murdered.