McGrady, who accompanied the team to New Jersey, was given permission to return home Saturday, said team spokesperson Tracey Hughes. He left before the Rockets' 98-93 victory over the Nets.
According to the Houston Chronicle, Rockets general manager Daryl Morey said the team would wait until it returned to Houston after the weekend to consider any changes to the rotation.
McGrady has been unhappy with his diminished role. He has played sparingly in six games this season following microfracture surgery on his left knee in February. The 12-year veteran, a two-time NBA scoring champion, is averaging only 3.2 points in the comeback.