The 33-year-old and his wife had tested positive for the virus ahead of the St. Petersburg Open this week and were placed in quarantine at a five-star hotel, according to the tournament organizers.
Local health authorities had recommended Querrey and his family should be moved to a private apartment but the World no. 49 did not answer the door when a team of doctors was dispatched to evaluate their condition, according to organizers.
"Sam Querrey was scheduled to retest on Thursday, October 15, however, instead of acting in accordance with ATP rules and the tournament's sanitary protocol, Sam Querrey was recorded leaving the hotel by hotel security cameras at 5.45 a.m. on October 13, with his family, without notifying the reception," read a statement from organizers.
"As Querrey told the ATP representative, he and his family left Russia on a private plane."
The ATP, the governing body for men's tennis, told CNN it was aware of an incident "regarding a player's serious breach of protocol" and confirmed it has launched an investigation. It did not name Querrey in its statement.
Querrey has not won a grand slam singles title in his career but did reach the semifinals of Wimbledon in 2017.
CNN reached out to Querrey's representatives but has not yet received a response.