Morales' departure comes a day after his resignation as president -- a move which followed military intervention amid mass protests sparked by allegations of "serious irregularities" during last month's election.
Morales said in a tweet late Monday that he was leaving for Mexico, but will soon "return with more strength and energy", CNN reported.
"Sisters and brothers, I leave for Mexico, grateful for the detachment of the government of that brother town that gave us asylum to take care of our lives," he said. "It hurts to leave the country for political reasons, but I will always be alert."
Mexican Foreign Minister Marcelo Ebrard confirmed in a tweet Monday night that Morales had boarded a Mexican government plane and that it had departed.
"The Mexican Air Force plane with Evo Morales on board has already taken off. In line with existing international conventions he is under the protection of Mexico. His life and integrity are secure," Ebrard wrote.
The tweet included an image of Morales draped in a Mexican flag while seated on a plane.
Unrest continued in Bolivia on Monday with violent clashes and looting throughout the administrative capital La Paz. Three people have died since the protests began and hundreds have been injured.
On Monday, the head of the Bolivian Armed Forces, Gen. Williams Kaliman, announced in a televised address that the military will carry out "joint operations" with police in order to "avoid blood and grief."
Kaliman said the armed forces will use force "proportionally" against "vandal groups that cause terror in the population." He added that the military will "never open fire" on the Bolivian population.
Protests mounted in the aftermath of the October 20 presidential election as the Bolivian opposition accused electoral authorities of manipulating the vote count in favor of the incumbent Morales -- the country's longtime socialist leader.
Morales denied the allegations and declared himself the winner over former President Carlos Mesa.
On Sunday, the Organization of American States (OAS) -- a Washington-based forum -- published a report alleging irregularities that impacted the official vote count. In the aftermath of the report, Morales initially promised new elections would be held and the country's electoral council replaced.
Analysis by the Center for Economic and Policy Research, another US-based think tank, has cast doubt on the OAS findings, and warned against what it called "the politicization of the electoral observation process."
Calls for Morales' removal continued to grow however over the weekend, culminating in police joining forces with anti-government protesters and Kaliman calling on the president to step down in order to restore stability and peace.
Morales claimed he'd been forced out in a coup -- a charge echoed by his allies in South America. Opposition figures said they were engaged in a struggle for "democracy and peace," though serious concerns remain about what role the military will play in the ongoing transition.
Prominent left-wing US politicians have also criticized his ouster, with Democratic presidential candidate Bernie Sanders saying he was "very concerned about what appears to be a coup in Bolivia, where the military, after weeks of political unrest, intervened to remove President Evo Morales."
"The US must call for an end to violence and support Bolivia's democratic institutions," Sanders said.
With Morales out of the picture for now, many questions still linger about who will be in charge.
Three officials next in the presidential line of succession, including Vice President Alvaro Garcia Linera, all resigned Sunday.
The second vice president of Bolivia's senate, Jeanine Anez, said she is willing to become the president of the senate, which would make her next in line for the presidency.
It's still unclear if Anez, an opposition lawmaker, will be able to take that office or if new elections will be called, as Morales had suggested before being forced out.
Anez has called for lawmakers to meet Tuesday afternoon to discuss the resignations of the former president and former vice president.