Khaby Lame, the world’s most-followed TikTok personality who left the U.S. after being detained by immigration agents, went to Brazil where he’s been spending some time with friends, local authorities said Thursday.

Khaby Lame, the world's most popular TikTok personality with millions of followers, has left the U.S. after being detained by immigration agents in Las Vegas for allegedly overstaying his visa.

A voluntary departure — which was granted to Lame — allows those facing removal from the U.S. to avoid a deportation order on their immigration record, which could prevent them from being allowed back...