Earlier African Union (AU) forces had gathered in the Indian Ocean island nation to support a push by Comorian troops to take control of Anjouan and overthrow him.
Mahamed Bacar Dossar, a senior Comoros government official, said: "French authorities have just confirmed to me that Mohamed Bacar is in Mayotte with 11 people.
"The Comorian justice system put out an international arrest warrant a long time ago. We will see whether the French authorities will respect it."
The Indian archipelago nation consists of three islands: Grand Comore, Moheli and Anjouan
Each island has its own president and administrative authorities
The Union of Comoros central government is led by President Ahmed Abdallah Sambi
Anjouan is home to about 300,000 of the archipelago's 700,000 population
The country has seen 19 coups or attempted coups since independence from France in 1975
Bacar seized power in Anjouan - one of three islands in the Comoros federation - in 2001 and was confirmed in office by an election in 2002.
In 2007, the French-trained officer staged another election to confirm his re-election, but the vote was rejected as illegal by both the Comoros federal government and the AU.
However, Bacar and a force of several hundred armed police continued to control the island until Tuesday, when an estimated 1,400 AU and Comoros invaded the island to re-establish federal rule.
At least 11 people were wounded in the fighting as some Bacar loyalists took on the AU forces.
Tanzanian, Sudanese, and Comoran troops were reportedly greeted with cheers from the local population when they landed before dawn on Tuesday and there was only light resistance from Bacar's forces.
Ikililou Dhoinine, the Comoros vice-president was on Anjouan and would head a central government delegation until a transitional government could be put in place, Ali Mmadi, a cabinet minister, said.
"This transitional government will be set up by week's end," Abdourahim Said Bakar, a government spokesman, said.
The invasion of the archipelago was supported by both former colonial power France - which helped airlift AU troops to the islands - and the US.
Since independence in 1975, Comoros has had 19 coups and attempted coups.