Hesson, who is director of cricket operations at the Royal Challengers Bangalore in the Indian Premier League, shared a photo with the team's Kiwi players as they left the city on their way out of India.
"Take care India, you are a wonderful country and we know you will keep fighting and working together to get through this. See you all again soon," Hesson wrote on Instagram.
Black Caps batsman Tim Seifert meanwhile was forced to remain in India after he tested positive to Covid-19 just hours before he was due to leave.
Seifert, who represented the Kolkata Knight Riders in the IPL, failed both his pre-departure PCR tests and as a result has been taken into quarantine. New Zealand Cricket (NZC) issued a statement saying the keeper-batsman is experiencing moderate symptoms.
NZC Players Association boss Heath Mills told Newstalk ZB that Seifert is currently in a very anxious state under what are understandably stressful circumstances.
NZC chief executive David White said Seifert had returned seven negative tests in the 10 days leading up to his pre-departure protocols, and was confident he would be receiving the best of care from his franchise.
"It's really unfortunate for Tim and we'll do everything for him that we can from this end, and hopefully he will be able to test negative, and be cleared and approved for discharge as soon as he's well again.
"Since receiving the news, we've organised support for Tim and have also – via the players association, been in contact with his family to ensure they're kept fully informed and updated on developments."
Once Seifert has undergone treatment and the statutory period of isolation, plus has tested negative for Covid-19, he will be transferred back to New Zealand where he will undergo the mandatory 14-day period of managed isolation.
Seifert is not part of the squad contesting the World Test Championship final in June and White told Newstalk ZB he was confident that both the New Zealand and Indian squads would safely make their way to Southampton for the June 18 start date.
However, there have been changes to the arrangements for those players bound for the England-based tour, with Kane Williamson, Mitchell Santner, Kyle Jamieson, and physiotherapist Tommy Simsek all transferring to the Maldives (rather than staying in New Delhi) ahead of travelling to England.
Black Caps trainer Chris Donaldson, who initially signalled his intention to return home on one of the New Zealand-bound charter flights before returning to England, has instead opted to remain with the UK-bound players and is also in the Maldives.
The decision for this group to transfer to the Maldives was taken after advice that their entry into the UK, initially thought to take place around May 11, was likely to be delayed a further week.
