Andy Ferrie, a businessman, and wife Tracey have left Britain to escape the "living nightmare" which has haunted them since their arrest a month ago.
Today two men were jailed for four years each for the burglary.
Hazel Towell, mother of Mrs Ferrie, said goodbye to her daughter on Saturday before the couple left the country.
She said: "The burglary was the final straw. They've just packed up and moved as far away as possible."
Mrs Towell, 63, a retired shop worker from Burton-on-Trent, Staffs, said: "They feared for their safety and revenge attacks from the burglars and their families if they stuck around."
The couple have been living in a hotel and were scared to return to live at their isolated cottage in Welby, near Melton Mowbray, Leics.
Mr Ferrie, 35, and his wife, 43, are refusing to tell family and friends exactly which city or even state they are starting their new life in.
Mr Ferrie's step-father Andy Spilner from Uppingham, Leics, said yesterday: "Andy and Tracey have gone to Australia. They went at the beginning of the week and won't be coming back after what happened."
Mr Spilner s told how his other son had received threatening phone calls, which he has reported to police, just moments after the court case ended.
He said: "I'm not going into detail but it is bound to be related and I am not commenting on the jail sentences handed down."
The Ferries were arrested on suspicion of causing grievous bodily harm but released on bail three days later. They were then told by the Crown Prosecution Service that they would not face criminal charges.
Following their ordeal, Mr Ferrie said he had opened fire with a legally-held shotgun simply to protect his "precious, lovely wife."
Mrs Ferrie said she was "completely petrified" by the events and feared police would never release them.
Mr Ferrie learnt in police custody that a possible charge against him had been upgraded from GBH to attempted murder, causing him to "plunge the depths of despair."
The couple returned to their remote rented cottage, which had been sealed off as a crime scene for six days, for the first time last week.
Mrs Towell added: "But they didn't stop over. They were both too scared and want nothing to do with their home ever again. They cleared the place out.
"They only went back to pick up their furniture and all their belongings and were happy to say good riddance to the place. They'd simply had enough.
"They had always intended to emigrate to Australia but planned to go next year. They had spent three months in the country last year and fell in love with it.
"But with everything that's happened and fears of reprisals they hastily changed their plans.
"They managed to get their visas sorted out. Any criminal convictions would have wrecked their chances. Everything they owned has either been sold, given away or chucked away. Some of their most precious items are being shipped over."
The couple were woken by the sound of breaking glass just after midnight and were confronted by four intruders. One was in their bedroom and wearing a mask, a court heard.
Mr Ferrie fired a shotgun used for clay pigeon shooting. Two men were later arrested after going to hospital for treatment to wounds.