Air Force 2, a blue-and-white 757, took off about 2 p.m. - just about two hours after he landed. A small group of dignitaries greeted Cheney upon his arrival, including Gov. Jon Huntsman Jr. and family members.
Cheney made no public appearances.
The purpose of the trip - which is privately funded - was to speak to the Council for National Policy, a private group that permitted no press coverage. The four-day event that began Thursday is being held at a downtown Salt Lake City Hotel.
The Council's self-described mission is to promote "a free-enterprise system, a strong national defense and support for traditional Western values."
The organization -- made up of few hundred powerful conservative activists -- holds confidential meetings and members are advised not to use the name of the group in communications, according to a New York Times profile of the group.