The women, aged 30 and 50, said they were starved and sexually abused by him and other Saudi nationals.
Saudi Arabia denies all the charges and refused to revoke diplomatic immunity for the official, making it impossible for him to be tried in India.
Analysts say his departure resolves a diplomatic dilemma for India.
Nepal and India have close diplomatic relations, but India is also eager to avoid tensions with oil-rich Saudi Arabia where millions of Indians live and work.
On Wednesday night, foreign ministry spokesman Vikas Swarup issued a statement saying the diplomat "who is allegedly accused of abusing two Nepali maids has left India".  He added that the official was protected under the Vienna convention on diplomatic relations.
Police in India had earlier registered a case of rape, sodomy and illegal confinement against the official, without naming him - although the foreign ministry did name him once he had left the country.
The women were rescued from an apartment in the Gurgaon suburb of Delhi last week after a tip-off from an NGO. They are alleged to have been abused over a period of several months.
"We thought we would die there," one of the women told the AFP news agency.
"The apartment was on the 10th floor, there was no way we could run. We were abused every day."
The two women returned to Nepal last week.
Thousands of men and women from Nepal, one of the world's poorest countries, travel to India and other Asian and Arab states every year to seek work as domestic helpers and labourers.
A Saudi diplomat accused of raping two Nepali women hired to work as domestic help has left India under diplomatic immunity, the foreign ministry says.