Just hours before his departure, Coke waived his right to an extradition trial at his first appearance before a Jamaican judge.
The 15-minute hearing was held under heavy security at a military outpost in Kingston, the Caribbean nation's capital, out of fear of possible attacks by supporters.
Tom Taveres-Finson, the defence attorney, said Coke was taken to Kingston's airport by a military helicopter and was flown to New York aboard a US aircraft.
Al Jazeera's Monica Villamizar, reporting from Kingston, said that the justice minister had given the final sign-off on the extradition.
"There were a lot of expectations here, because this man has the potential to stabilise the whole country," she said.
In a statement released to the news media - his first public comments since the US requested his extradition in August - Coke said he was deeply saddened by the lives lost in the fighting in May.
The clashes centred around his power base in the Tivoli Gardens slum.
The assault by police and soldiers lasted four days and 76 people, mostly civilians, were killed.
Coke's statement said he hoped his agreeing to be extradited would help Jamaica heal.
"I take this decision for I now believe it to be in the best interest of my family, the community of western Kingston and in particular the people of Tivoli Gardens and above all Jamaica," he said.
He expressed confidence that he will be found innocent and allowed to return to his family in Jamaica, saying he was leaving his mother in particular with a heavy heart.
Coke, who is accused of leading the Shower Posse gang, was arrested by Jamaican police on Tuesday after eluding a bloody offensive in his neighbourhood.
Wanted in US
Police arrested Coke at a road checkpoint in the Portmore area of St Catherine Parish on the outskirts of Kingston on Tuesday.
But Miller, an influential evangelical preacher who facilitated the surrender of Coke's brother earlier this month, said that Coke was going to surrender at the US embassy when police stopped his vehicle.
"A contact was made on his behalf that he wanted to give himself in," Miller said.
"I therefore made arrangements with his lawyers because he wanted to go ahead with the extradition process, so we communicated with the US embassy because that's where he would feel more comfortable."
Miller, a minister at the nondenominational Whole Life Ministry, said the police, after capturing Coke, took him to the nearby Spanish Town police headquarters.
Coke contacted Miller to ask his help in arranging the surrender at the embassy because he did not trust the police not to harm him if he surrendered to them.
"He also wanted to waive his right to an extradition hearing so that he could go to the US for a trial," Miller said.
Coke's father died in a mysterious prison fire while he was awaiting extradition.
Coke is wanted in the US on drug-trafficking and gun-running charges.
"We look forward to working closely with the Jamaican authorities to bring Coke to justice to face charges pending against him in the United States," Rebecca Park, a spokeswoman for the US embassy, said on Wednesday.