The 29-year-old was on Wednesday flanked by minders and airport security staff as he briefly posed for photographs before avoiding a group of reporters and leaving in a private car, reports Xinhua.
Bolt is aiming to repeat his 100m, 200m and 4x100m victories at the Beijing 2008 and London 2012 Games.
He suffered an injury scare at the Jamaican Olympic trials earlier this month before winning the 200m at the Anniversary Games in London last week.
The Rio Games will run from August 5 to 21. The final of Bolt’s pet event, the 100m sprint, will be held on August 14.