Ajay and Atul Gupta left South Africa for Dubai on Thursday.
News24 says that's according to a report in the City Press newspaper.
On Friday, the Gupta brothers and President Jacob Zuma's son Duduzane announced their resignation from Oakbay Investments and Oakbay Resources and Energy.
The report states that the family were seen leaving Lanseria Airport with a mountain of luggage.
Fin24 reported on Friday that the family had come under increasing pressure due to allegations that they influenced President Zuma's appointment of Mineral Resources Minister Mosebenzi Zwane and former finance minister Des van Rooyen, as well as offering ministerial posts to Deputy Finance Minister Mcebisi Jonas and former ANC MP Vytjie Mentor.
