The 44-year-old Rose, a fast bowler who played 19 Tests and 27 one-day internationals, had lived in New Zealand since 2011 when he was granted a work visa to coach at Auckland University Cricket Club.
His visa expired in 2012 and he worked as a volunteer cricket coach at Auckland schools before being given a deportation order in 2014.
Rose appeared in the Auckland District Court on March 4 and had since been held in Auckland's Mount Eden Prison.
He left Auckland on a flight Tuesday to Jamaica when his last appeal to remain in New Zealand was dismissed by immigration minister Craig Foss.
Image: Former West Indies pacer Franklyn Rose.
Photograph: Twitter