Mr Yadav's first visit to the US as Uttar Pradesh Chief Minister, came to an end as he left for New Delhi by a scheduled flight from John F Kennedy International Airport on Sunday morning.
He was to lead a delegation during the trip to Harvard University in Boston to attend a session on Kumbh Mela which he and Mr Khan ultimately boycotted to protest the latter's detention at the Boston airport on Wednesday.
Earlier, newly appointed Consul General of India to New York D M Mulay called on the Chief Minister at Hotel Taj Pierre in Manhattan before his departure.
Mr Yadav is believed to have discussed Mr Khan's detention in detail with Mr Mulay.
Mr Yadav was confined to his room most of the time during his stay in New York and had cancelled all his official engagements since his arrival to the city on Friday night from Boston.
The Chief Minister made a brief private visit to New Jersey to meet his relatives on Saturday after getting a reception organised in his honour by the Indian Consulate in New York cancelled.
Mr Yadav had visited New York two years ago as part of the Indian delegation to address the UN General Assembly session in his capacity as a MP.
Some of his friends and those who had met him during his last visit, called on the Chief Minister in his hotel suite.
Azam Khan who was detained on arrival in Boston leading to a major controversy back home, left for New Delhi on Saturday evening by a scheduled flight from New York's John F Kennedy International Airport.