Harbhajan boarded the helicopter from PAP Ground at about 7.30 AM, where a special helipad was made by the District Administration, sources said.
"Even my brother-in-law was struck in the violence on May 23 and had to spend the whole night in a nearby hospital along with his family," the off-spinner added.
Terming the Vienna incident as "very unfortunate", Harbhajan appealed to the residents of Punjab to restore peace and harmony.
"It is time for all Punjabis to show patience and be united for restoring peace in the state," he said.
Harbhajan said on Wednesday he would fly to England with the Indian team to participate in the upcoming Twenty20 World Cup, scheduled to begin on June 5.
Asked about India's prospects of defending the title in the biennial event, Harbhajan said, "In the recently concluded Indian Premier League (IPL), Indian players performed very well and the team selected for T20 World Cup is excellent and will be a serious challenge to any side of the world."
"I hope Indian team will repeat its performance and become the T20 World Champion again," he said.