Kate Middleton left her parents' rural home in Berkshire on Friday afternoon under a police escort and was said to be en route back to London.
"All royal protection officers in Bucklebury appear to have left," one Twitter user wrote, adding, "Gates at Middleton family home left wide open."
Despite the drama, the number of security and police at the private Lindo wing of St Mary's Hospital in Paddington, where she will give birth, was said to be unchanged, debunking the thought she was headed there.
A palace spokesperson refused to comment on her whereabouts, saying: "We wouldn't comment on the exact whereabouts of the Duke and Duchess - we wouldn't normally do so in their private time."
The 31-year-old Duchess of Cambridge had spent the last few days at Michael and Carole Middleton's $5 million Georgian home in Bucklebury to escape the London heat.