Stones leave Perth after Scott suicide
Ronnie Wood, Mick Jagger and Keith Richards (LtoR) perform a Rolling Stones concert at the Marina Bay Sands in Singapore on March 15, 2014 - by Roslan Rahman
The band's private plane, emblazoned with their trademark red tongue, took off around 0710 GMT.
Charlie Watts and Ronnie Wood were seen leaving their hotel while Richards was spotted walking up the jet's steps.
In their first comments since the former model, 49, was found hanged at her luxury New York apartment on Monday, the band said they were shocked and pulling together to help the lead singer, 70.
"No-one saw this coming... Mick's always been my soul brother and we love him. We're thick as thieves and we're all feeling for the man," Richards, his songwriting partner for more than 50 years, said in a statement.
"We really hate to disappoint our fans but we'll see everyone really soon."
The Stones on Tuesday postponed their 14 On Fire tour of Australia and New Zealand. They were due to play a first gig in Perth on Wednesday and vowed to reschedule concerts in the city as well as Adelaide, Sydney, Melbourne, Brisbane and Auckland.
The flight plan for the band's tour 767 lodged at Perth airport, listed Abu Dhabi as the final destination, according to media reports.
Watts told Britain's Daily Mail of Jagger: "He's holding up, he's okay. He's not really well, he's not really here. It was such a shock."
Wood said the entire band would be back on stage as soon as possible.
"This is such terrible news and right now the important thing is that we are all pulling together to offer Mick our support and help him through this sad time," he said.
"Without a doubt we intend to be back out on that stage as soon as we can."
Watts added that it was an "awful time", but also vowed to be back.
"Needless to say we are all completely shocked but our first thought is to support Mick at this awful time," he said in the statement.
"We intend to come back to Australia and New Zealand as soon as it proves possible."
In the original statement, none of the three mentioned Scott by name, but in a subsequent comment on their Facebook page Wood paid his respects to the designer's family.
On Wednesday, a coroner in New York confirmed that Scott had committed suicide by hanging.
Jagger has not been seen in public since hearing the tragic news, but in a blog post on his website a day after Scott was found dead he described her as not only his lover but his best friend.
"I will never forget her," he wrote under a post entitled "L'Wren", featuring a black and white photo of Scott.
"I am still struggling to understand how my lover and best friend could end her life in this tragic way."
British media said Jagger was so distraught at the loss that he has barely slept and was being monitored by his entourage, including medical professionals and his daughters Elizabeth and Georgia May.
It emerged that Scott's fashion business had large debts at the time of her suicide, according to accounts filed in Britain.
LS Fashion Ltd ran a loss of $5.9 million as of December 31, 2012, said the accounts, lodged with Britain's Companies House last October and obtained by AFP.
Scott's body-hugging and figure-flattering dresses were loved by celebrities from Hollywood stars to US First Lady Michelle Obama.
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