He fled to Ivory Coast on October 31 after he was ousted in a popular revolt, but his presence had angered supporters of the former Ivorian president, Laurent Gbagbo.
Compaore is widely seen by Gbagbo's camp as being behind a failed 2002 coup seeking to depose him, which plunged Ivory Coast into nearly a decade of conflict.
Compaore left Burkina Faso under pressure from mass protests triggered by his attempt to change the constitution to extend his 27-year reign of power.
Ivory Coast took him in, housing him and his sizeable entourage in a walled villa with neatly mown lawns in Yamoussoukro.
A source in the Ivorian government insisted his departure was not permanent and that he was "welcome to return".
His arrival in Ivory Coast had triggered anger for some because the 2002 coup attempt effectively led to the country dividing in two, with rebels controlling the northern part bordering Burkina Faso and the south under the government's control.
French sources alleged that hundreds of Ivorian rebels were trained in Burkina Faso.
Gbagbo's decade-long rule of Ivory Coast ended in ignominy after he refused to accept defeat in an election in November 2010.
Gbagbo was arrested in April 2011 by pro-Ouattara forces and is due to go on trial in The Hague for crimes against humanity in July next year.
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