Omar bin Laden left Madrid Saturday afternoon en route to Cairo, she told CNN. He had arrived in Spain Monday and had appealed the government's initial denial of his request to be allowed to stay in the country.

The Interior Ministry did not disclose why the younger bin Laden's request was denied.

Bin Laden, a Saudi national, is married to a British citizen, He was previously denied asylum in Britain.

He has publicly called on his father to abandon terrorism.