Demonstrators and other residents have been weighing up their future and are waiting or Britain to lay out details of its offer of a path to citizenship.
Mr Law, 24, confirmed that he had left Hong Kong for an undisclosed location because he faced “unknown dangers”.
It comes after China brought in a sweeping national security law for the city that criminalises much of the pro-democracy protest movement.
“After I spoke at the [US Congress] hearing and told the international community about the real human rights situation in Hong Kong after the draconian law took effect, I have plunged myself into unknown dangers,” he said in a statement on Facebook.
“Now we have to think of how to continue our front line and to keep the flame alive under the most violent suppression.”
Hong Kong protests against a new national security law
The implications of the law, which was not made public until it came into effect earlier this week, are still being digested in Hong Kong.
Almost three million residents who hold British national overseas status (BNO) have been promised the right to settle in the UK by Boris Johnson and are waiting for details on the scheme.
The US has also proposed specific refugee assistance, and Australia has pointed to an imminent announcement.
Mr Law is part of a generation of young activists who re-energised the city’s battle for democracy over the last decade.
He said he had moved overseas so he could safely continue his battle for Hong Kong’s future there.
He said: “After this farewell, I don’t know when I’ll ever return. I’ll never forget the sparkling scene of Hong Kong from the plane.”
