Last week, Cooper was attacked by a faction of pro-government demonstrators while trying to file a report on the city's increasingly violent clashes.
The CNN anchor took to his official Twitter account over the weekend to announce that he planned to return to the United States.
"It is with a heavy heart that I have decided to leave Egypt. CNN continues to have many teams in place," Cooper wrote.
He added: "It was a hard decision to leave."
In recent days, the country-wide demonstrations have calmed as Egypt's Vice President Omar Suleiman has initiated direct talks with opposition leaders.
Cooper is expected to host this evening's edition of Anderson Cooper 360 from CNN's New York City studios.
