Ajay and Atul Gupta left South Africa for Dubai on Thursday, a City Press report said on Sunday.
On Friday the Gupta brothers and President Jacob Zuma's son Duduzane announced their resignation from Oakbay Investments and Oakbay Resources and Energy.
The City Press report states the family were seen leaving Lanseria Airport "with a mountain of luggage".
Fin24 reported on Friday that the family has come under increasing pressure due to allegations that they influenced President Zuma's appointment of Mines 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.
Ajay and Atul were the co-chairs of Oakbay Investments, while Atul was the chair of Oakbay Resources and Energy. Varun Gupta was the CEO of Oakbay Resources and Energy, while Duduzane Zuma was a director of Shiva Uranium