The troubled basketball star entered a facility on Wednesday morning, but left on Thursday afternoon with an assistant, two sources told People. Lamar was later spotted in Los Angeles, the publication reports.
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The news will no doubt come as a blow to his devoted wife Khloé Kardashian, who is said to be determined to help Lamar overcome his addictions.
Nevertheless, she was "completely blindsided" by the news that Lamar had entered a rehab facility, TMZ reported on Wednesday.
Khloé's marriage to Lamar has been out under considerable strain in recent months, amid allegations of his infidelity, drug use and his arrest for driving under the influence last week.
Lamar has had his license suspended for one year following his arrest at 3.25am last Friday. According to a report compiled by the Los Angeles County Sheriff's Department, the 33-year-old showed "objective signs of intoxication and was unable to perform sobriety tests as explained and demonstrated."
The sports star has a history of drug issues. He violated NBA drug policies twice in eight months back in 2001, and in 2003 spoke of his marijuana use. His father was a drug addict, and his mother sadly passed away when he was 12 leaving him to be raised by his grandmother.
In light of his recent troubles, Lamar's former teammates have shown their support for the basketball player.
"It sucks to hear," Jordan Farmar told ESPN this week. "It's unfortunate. A couple of us have reached out to him and haven't heard back. That's just a sign of him going through some tough times."