Sharif and members of his family left Prince Muhammad bin-Abdul- Aziz airport in the western city of Medina in a private Saudi plane, official sources said.
Around 300 people were arrested in provincial capital Lahore, where Sharif's plane was scheduled to arrive from Saudi Arabia at around 4 pm (1100 GMT).
The politician was earlier deported to the Gulf state on September 10, hours after he arrived at Islamabad airport.
Musharraf, who ousted Sharif in a bloodless coup in 1999, is believed to have struck a deal with the former premier with the help of Saudi King Abdullah.
"He is returning of his own will and no-one is going to send him back," presidential spokesman Rashid Qureshi Qureshi said, while denying that any agreement was reached between the president and opposition leader.
Güncelleme Tarihi: 25 Kasım 2007, 15:36