They are travelling along the road that leads first to Mali, and then on to their respective countries.
About 2000 illegal immigrants from sub-Saharan Africa have been stranded for months at the border between Morocco and Algeria - living in a camp in a dry river bed on the outskirts of the town of Maghinia.
They have been trying to emigrate to Europe but did not get that far.
The Algerian authorities had been tolerating their presence but have now decided to send them back to their countries of origin.
The security forces started to round up the illegal immigrants late on Sunday night.
Temporary housing
They were moved out of the dry river bed and into a large disused building in the centre of Maghnia town.
More than 200 of them, mainly Gambians, Senegalese and Nigerians, have already started their journey home.
They are travelling along the road that leads first to Mali, and then on to their respective countries.
According to the El Watan newspaper, this first wave of returnees decided to leave Algeria voluntarily.
After the illegal immigrants were dislodged from their camp in the river bed, the shelters that they had made out of cardboard boxes and plastic bags were burned to ashes by the security forces.
It has been reported that security forces will now regularly patrol the Ourdeffou river bed to prevent illegal immigrants from using it as a camp in the future.
Misery
When I visited the camp ten days ago, the people there were living in the most miserable of conditions.
One Ghanaian I met there told me they only ate once every 24 hours.
There are thousands of sub-Saharan Africans living in Algeria today - mainly in Tamanrasset in the far south of the country, or in the capital Algiers.
Their sole ambition is to make their way out of Algeria into Europe.
Some work illegally in Algeria - mainly as construction workers - in order to save enough money to travel to Europe.
But as European border controls tighten, it is likely that more and more of these illegal immigrants will be rounded up and sent back across the desert to their countries of origin.