The 71-year-old musician apparently took a private jet from Tokyo and was en route home. Although it was not clear if the singer was heading to his London or Sussex property or his pad in New York's The Hamptons, reported Daily Mirror.
"Paul has really been through the mill. He was desperately sad he had to cancel those shows but he was really poorly. But he is on the mend which is great news," a source said.
He was first hit by the virus on May 16, a day after landing in the city. But after trying to battle through the symptoms, he did not improve and was admitted to hospital.
The US leg of his Out There! tour is expected to go ahead as scheduled starting in Lubbock, Texas on June 14.