Her body was being flown to RAF Northolt and will then be taken to Buckingham Palace in London.
Speaking about the Queen, who died at Balmoral Castle on Thursday, Ms Sturgeon said: “We will not see her like again.”
Ms Sturgeon, together with Scottish Secretary Alister Jack, was on the tarmac at Edinburgh Airport to see the Queen leave Scotland for the final time.
It came after the monarch’s body had lain at rest at St Giles’ Cathedral in Edinburgh, where approximately 33,000 people from across the world filed past to pay their last respects.
The coffin was taken from the cathedral in the centre of Edinburgh on Tuesday afternoon.
As the hearse bearing it drove down the Royal Mile the crowd of thousands gathered in the Scottish capital burst into applause.
The Queen’s body was flown south on an RAF C-17 Globemaster aircraft bearing the call sign Kittyhawk – the official call sign for any military flight with the Queen on board.
The flight marked the end of what was known as Operation Unicorn, the plan drawn up in preparation for a royal death north of the border.
Speaking afterwards, Ms Sturgeon said: “Scotland has bid a final and poignant farewell to our much loved Elizabeth, Queen of Scots.
“Over these past few days we have seen just how much Her Majesty meant to the people of Scotland.
“As anticipated, people from all walks of life gathered across the country and in our capital city to pay tribute to the only monarch most of us have ever known.
“The scenes on Sunday as Her Majesty’s cortege made the journey from Balmoral Castle to the Palace of Holyroodhouse, and then yesterday and today as thousands gathered along the Royal Mile and queued to enter St Giles to see the Queen’s coffin, will for ever more form a very special part of the history of Scotland.
“The sympathy and good wishes of Scotland for the King and royal family has also been evident in these last few days, and on behalf of the Parliament and people of Scotland, I continue to offer my heartfelt condolences to all of Her Majesty’s family.
“I also want to record my sincere thanks to, and admiration for, the many public servants who have worked tirelessly in recent days and over many years to develop and, when the time sadly came, implement Operation Unicorn.
“Thousands across the emergency services, local authorities, armed forces, volunteer networks, transport and government agencies have helped ensure that Scotland paid fitting tribute to the Queen, and that Scots from all walks of life could celebrate the unparalleled contribution she made in her 70-year reign.
“The events of recent days have provided a sincere, solemn and fitting tribute from the people of Scotland to Her Majesty The Queen.
“Scotland has now bid our Queen of Scots a sad but fond farewell. We will not see her like again.”