The "Famous" rapper, 39, picked up Kardashian, 35, at Teterboro Airport around 11 a.m., a source tells Us. They headed back to their apartment downtown in a 15-car motorcade.
Kris Jenner and her boyfriend, Corey Gamble — also surrounded by security — went to see the couple at their apartment. According to TMZ, the New York Police Department was also on the scene.
"The motorcade was very hard to navigate through Manhattan streets," the source tells Us. "Traffic was being held up everywhere."
It's unclear where the couple will head next. West has a show in Philadelphia on Tuesday, but has yet to reschedule it.
As previously reported, Kardashian was held at gunpoint, tied up and locked in the bathroom while a group of men pretending to be policemen robbed her Paris, France, apartment around 2:25 a.m. on Monday. The assailants stole millions of dollars' worth of jewelry and two iPhones. She had just finished FaceTiming brother Rob Kardashian, who was celebrating a baby shower with his fiancée, Blac Chyna.
"There is still a lot of work to do in the investigation," a Paris judicial police official told Us in a statement.
West was notified of the incident while performing at the Meadows Music & Arts Festival in NYC. He ended his set early and told the crowd it was because of a "family emergency." Kardashian's rep told Us the incident left her "physically unharmed." She flew out of Paris from Le Bourget airport on a private jet hours later.
Sign up now for the Us Weekly newsletter to get breaking celebrity news, hot pics and more delivered straight to your inbox!