The 16-year-old tweeted that the weather forecast looked good before embarking on the two-week journey.
She is crossing the Atlantic in a 60ft sailing yacht, which is fitted with solar panels and underwater turbines to generate zero-carbon electricity on board.
She told the BBC that travelling by boat rather than plane shows the world that “the climate change crisis is a real thing”.
The Malizia II yacht, which she was offered a ride on, is one of the world’s fastest ocean sailing boats and has no toilets, kitchens or privacy.
The Swedish teenager will be joined by skipper Boris Herrmann; Pierre Casiraghi, the grandson of Monaco’s late Prince Rainier III and American actor Grace Kelly; as well as her father, Svante Thunberg.
Greta has taken a sabbatical year from school and will speak at the UN Climate Action Summit in New York in September hosted by secretary-general Antonio Guterres.
She will also visit Canada and Mexico before heading to the UN’s annual climate conference in Santiago, Chile, travelling through the Americas by train and bus.
Videos showed fans waving her off as she sailed from Plymouth.
One asked before she left if she could make US president Donald Trump listen, to which Greta replied: “No.”
“I’m not that special, I can’t convince everyone,” she said.
“Of course there are climate delayers who want to do everything to shift the focus of the climate crisis to something else or want to make people question the science. I’m not worried about that and I’m just going to do as I want to do and what I think will have most impact,” she said.
British actor Emma Thompson recently came under fire for flying from LA to join Extinction Rebellion climate protests in London.
“If I could fly cleanly, I would,” she said.
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