In January a court dropped the charges for lack of proof.
"We have confirmation of deportation," High Commission spokesman Chris Ward told AFP.
"We are quite concerned that he has not had the opportunity for due process under the Ugandan system," he added.
Cecil's partner Florence Kebirungi, who has two children with him, said he was likely "already back in the UK."
She said he was taken on Monday evening from the police station where he was being held to the capital's main airport, where he was put on a flight for Britain.
"He called me from the airport, he didn't sound OK," she said, adding that immigration officials told her that Cecil was being deported because he was an "undesirable" person.
"It is a big surprise as we did not have a chance to make a legal challenge," she told AFP.
The groundbreaking play "The River and The Mountain" was performed at several venues around Kampala in August despite an injunction by Uganda's government-run media council. It had issued a temporary ban on the play pending review of the script.
The play examines the plight of a man coming out as a homosexual and the motivations of Uganda's vociferous anti-gay lobby.
Written by British playwright Beau Hopkins, it was directed and performed by Ugandans.
Homosexuality is already a crime in Uganda but proposed legislation currently before parliament would see the death penalty introduced for certain homosexual acts.
Although legislators have said the bill could be changed, in its current form, anyone caught engaging in homosexual acts for the second time, or engaging in gay sex where one partner is a minor or has HIV, would be sentenced to death.
Public discussion promoting homosexuality -- including by rights groups -- would be punished by up to seven years in jail.
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