The family held captive by a Taliban-connected group for five years has left Pakistan after first declining to get on a U.S. military plane following their celebrated rescue.

Caitlan Coleman and her husband, Joshua Boyle, left Islamabad early Friday with their three young children, Pakistan officials told the Associated Press.

It wasnt clear where the family was headed.

Coleman, an American from Pennsylvania, and Boyle, a Canadian citizen, were captured while hiking through Afghanistan in October 2012. They were held by the Haqqani network, which is affiliated with the Taliban.

Taliban releases American-Canadian family after five years

They went on to have their three children two boys and a girl while in captivity.

The couple occasionally appeared in videos, sometimes with their children, pleading with their respective governments and families for help.

That was until late Wednesday when they were rescued in a dramatic operation orchestrated by Pakistan and the U.S.

Reports indicate there was a shootout that led to their rescue during which someone allegedly yelled kill the hostage.

Taliban video shows captive American professor pleading for life

Boyles family said the 34-year-old Ontario native was injured by shrapnel during the raid.

He refused the U.S. military C-130 flight to Bagram Airbase in Afghanistan on Thursday, however, and opted to go to the Canadian High Commission in Pakistans capital.

His father later explained to reporters that Boyle wanted a direct flight back to North America.

A U.S. official added he was worried about being with American officials because his previous marriage to Omar Khadr a former Guantanamo Bay prisoner whose family knew Osama bin Laden.

Kidnapped American couple appear in Taliban video with young sons

Its not immediately clear from where they left, or whose plane they might have been on.

The family was essentially living in a hole for five years, White House Chief of Staff John Kelly told reporters Thursday.

With News Wire Services