Agassi, beaten in the first round of Wimbledon on Monday by the unheralded American Doug Flach, arrived at the airport by car. He sat in the back seat with a baseball cap pulled low over his eyes as an aide checked his bags, and then refused to sign autographs as he walked to his Los Angeles- bound flight.
Agassi also declined to talk to reporters at the airport, leaving his coach, Brad Gilbert, to explain the American's latest lacklustre performance.
"It's a little bit disappointing, but what can you do," said Gilbert, who remained at Wimbledon to work with his other illustrious charge, Mary Pierce. "He's in a little bit of a slump right now, but there'll be another day. There's always another day."
Gilbert is planning to stick by Agassi for the foreseeable future and sent him home with a positive message to "go back, practise and regroup for the Olympics."
On the eve of Wimbledon, Nick Bollettieri, Agassi's original coach, reflected on his former pupil's struggles. Agassi, the 1992 Wimbledon champion, has won only two matches in the last three months.
"Andre will always be unpredictable," Bollettieri said. "Sure, he's made a good run with Brad. He made a good run with me, winning the Wimbledon title. But I don't think he knows where he's going, right now, and I'm not sure Brad does, either.
"Andre has great talent, but he doesn't always know what to do with it," Bollettieri said. "Is he physically fit, thinking about marriage? Who knows what's going through his mind?"