The rockers were forced to postpone their seven-date 14 On Fire Tour in Australia and New Zealand after the sudden death of the 49-year-old designer on Monday.
Their private jet flew out of Perth airport on Thursday, bound for Abu Dhabi. It was unclear whether Jagger was onboard, with reports he had left earlier in the week.
A post-mortem on Wednesday found that Ms Scott died after hanging herself in her Manhattan apartment.
Jagger's bandmates have rallied around their frontman, who is said to be struggling to cope with the death of his partner of 13 years.
“He's alright, just about,” drummer Charlie Watts told Network Ten after playing a brief impromptu performance at a Perth jazz club on Wednesday night.
“He's not very well. He's not really here. It was such a shock for him.”
L'Wren Scott: Career in pictures
L'Wren Scott: Career in pictures
1/20 L'Wren Scott
L'Wren Scott attends The Serpentine Gallery Summer Party at The Serpentine Gallery in London, 2013
2/20 L'Wren Scott and Val Kilmer
Val Kilmer and L'Wren Scott arrive at a dinner honoring the spirit of Special Olympics at the White House, 2000
3/20 L'Wren Scott and Mick Jagger
L'wren Scott and singer Mick Jagger arrive at the World Premiere of 'Alfie' at the Empire Leicester Square in London, 2004
4/20 L'Wren Scott and Karl Lagerfeld
L'wren Scott and Karl Lagerfeld chat backstage at the Chanel fashion show as part of Paris Fashion Week (Haute Couture) Spring/Summer 2005 in Paris
5/20 L'wren Scott, Victoria Beckham and Amira Casar
L'wren Scott, Victoria Beckham and Amira Casar attend the Chanel fashion show during Paris Fashion Week (Haute Couture) Spring/Summer 2006 in Paris
6/20 L'Wren Scott
Designer L'wren Scott attends the Sidaction Party raising funds in support of AIDS during Paris Fashion Week (Haute Couture) Spring/Summer 2006 at Pavillon D'Armenonville in Paris
7/20 L'Wren Scott
L'Wren Scott arrives at the Nina Ricci show during Paris Spring/Summer 08 fashion week in Paris, 2007
8/20 L'Wren Scott
L'Wren Scott attend the British Fashion Awards 2008 held at The Lawrence Hall in London
9/20 L'Wren Scott
L'Wren Scott arrives at the 'Shine A Light' New York premiere at the Ziegfeld Theater in New York, 2008
10/20 L'Wren Scott and Mick Jager
L'Wren Scott and Mick Jager arrive at the 2009 Vanity Fair Oscar Party at Sunset Tower in West Hollywood
11/20 Dan Williams, Jade Jagger, Mick Jagger and L'Wren Scott
Dan Williams, Jade Jagger, Mick Jagger and L'Wren Scott attend the Jade Jagger shop opening party in London, 2009
12/20 L'Wren Scott and Mick Jagger
L'Wren Scott and Mick Jagger attend the 'Shutter Island' premiere at the Ziegfeld Theatre in New York, 2010
13/20 L'wren Scott and Patti Hansen
L'wren Scott and Patti Hansen attends the 'Stones in Exile' screening at The Museum of Modern Art in New York, 2010
14/20 L'Wren Scott, Oona Ingle-Finch and Sydney Ingle-Finch
L'Wren Scott, Oona Ingle-Finch and Sydney Ingle-Finch attend Finch's Quarterly Cannes Dinner at the Hotel du Cap as part of the 63rd Cannes Film Festival in Antibes, 2010
15/20 Mick Jagger, L'Wren Scott and Tommy Hilfiger
Mick Jagger, L'Wren Scott and Tommy Hilfiger arrive for the screening of 'Stones in Exil' during the 63rd Cannes Film Festival in Cannes, 2010
16/20 Diego Della Valle and L'Wren Scott
President and CEO of Tod's Diego Della Valle and L'Wren Scott attend the 3rd Annual Finch's Quarterly Review Filmmakers Dinner honoring Oscar-winning British film producer Jeremy Thomas and sponsored by Tod's and the IWC at Hotel du Cap-Eden-Roc in Cannes, 2011
17/20 Raf Simons and L'Wren Scott
Raf Simons and L'Wren Scott attend the Christian Dior Haute-Couture Show as part of Paris Fashion Week Fall / Winter 2013 in Paris, 2012
18/20 Stephen Jones and L'Wren Scott
Stephen Jones and L'Wren Scott attend the L'Wren Scott cocktail party during London Fashion Week Fall/Winter 2013/14 in London
19/20 L'Wren Scott
L'Wren Scott attends the British Fashion Awards 2013 drinks reception at the London Coliseum in London
20/20 Jade Jagger, L'Wren Scott, Georgia May Jagger and Mick Jagger
Jade Jagger, L'Wren Scott, Georgia May Jagger and Mick Jagger attend the annual Serpentine Gallery Summer Party co-hosted by L'Wren Scott at The Serpentine Gallery in London, 2013
On Thursday, promoters Frontier Touring said the band would be back in October or November but had yet to finalise dates.
The company said in a statement: “If the new dates are not suitable, rest assured you will be able to secure a refund.
“While we encourage fans to hold on to their tickets, the option to secure a refund is now available to you via the official ticketing agency you purchased from.”
The Rolling Stones flew into Australia on Monday morning and were due to open their 14-show tour in Perth on Wednesday night.
But news of Ms Scott's death broke soon after their arrival.
Keith Richards said in a statement that "no one saw this coming" and that Jagger has "always been my soul brother and we love him".
"We're thick as thieves and we're all feeling for the man," he added.
Writing on Facebook, Jagger called Scott his "lover and best friend" and said he was struggling to understand why she might have taken her own life.
"We spent many wonderful years together and had made a great life for ourselves. She had great presence and her talent was much admired, not least by me," he wrote.
Scott's high-end fashion label was a favourite among Hollywood stars like Nicole Kidman, Olivia Wilde, Tina Fey, Sarah Jessica Parker and first lady Michelle Obama.
But following news of her death, it emerged her eponymous fashion label had been experiencing financial problems. Last month the designer cancelled her London Fashion Week show, citing production delays.
Accounts filed by Scott's LS Fashion Ltd in London show the company had liabilities that exceeded assets by £3.5 million as of 31 December, 2012.
Additional reporting by Press AssociationReuse content