He and the first family left Sunday night after spending the weekend at their home in the city's Kenwood neighborhood.
The president headed to Mexico for a meeting of 20 world leaders that starts Monday.
The president's motorcade left the Beverly Country Club after he spent the better part of Sunday golfing with three friends.
The president posed for pictures and signed autographs before getting into his car.
The president, the first lady and their daughters spent the weekend in Chicago. On Saturday, they attended the wedding of presidential advisor Valerie Jarrett's daughter.
This was the first time the Obamas have been here as a family in two years. On Sunday morning, the first lady and the girls flew to Oregon for a commencement address.
Obama is scheduled to head to Los Cabos, Mexico, for the G-20 summit, where talks are expected to center around the European financial situation.