Gordhan is in London with Business Unity South Africa and other role-players, but it's understood that he will be on an overnight flight back to South Africa.
Deputy Finance Minister Mcebisi Jonas was expected to begin the second leg of the roadshow in the United States.
At around 5:50am, the rand had extended its recent gains trading at R12,33 to the dollar on the back of Donald Trump's failure to implement his healthcare plans.
Soon after the news of Gordhan's impending return, the rand weakened sharply and traded at R12,65 to the greenback while bonds weakend sharply.
