A source tells PEOPLE that they boarded a private jet to New York City together Wednesday evening, and in photos obtained by TMZ and the Daily Mail, the two can be seen flying out of Los Angeles.
The rest of Kardashian's famous family has been in N.Y.C. for the last few days for fashion week and plans to attend Kanye West's Yeezy Season 3 show Thursday at Madison Square Garden.
Earlier on Wednesday, Kardashian, 31, said she was having "major FOMO" (fear of missing out) because she was still in L.A. taping her talk show Kocktails with Khloé.
"My entire family is in NYC but I couldn't go due to shooting Kocktails. I might have to hop on a flight after taping," she tweeted.
I'm having major FOMO! My entire family is in NYC but I couldn't go due to shooting Kocktails. I might have to hop on a flight after taping— Khloé (@khloekardashian) February 10, 2016
Kardashian has been a major source of support for her ex since he was hospitalized Oct. 13 after being found unconscious in a Nevada brothel.
The former NBA star, 36, was released from L.A.'s Cedars-Sinai Medical Center in January, and a source recently told PEOPLE he currently lives in a leased house in the same gated community as Kardashian and receives therapy both at home and at a facility.
"Khloé continues to look after him," the source said. "Khloé visits him at his house and Lamar hangs out at hers." (The two also spent Super Bowl Sunday together with Kim Kardashian West.)
"Whenever he leaves the house, he looks happy. He looks alert and often smiles. He is definitely looking more like the old Lamar," the source added.
A Kardashian insider said Odom has "made so much progress since the overdose."
"He can move around alone, and he can communicate much better. In the beginning, he couldn't talk at all," the insider told PEOPLE. "He knows how much Khloé has been there for him, and he is so grateful. The therapy can be incredibly frustrating and he has hard moments, but Lamar is a former athlete. He's strong. And he really wants to get better."