He arrived in Germany overnight to be the keynote speaker at a protest event Saturday.
Organizers of the rally say it is to show opposition to G-20 participants, including President Donald Trump and Russian President Vladimir Putin.
Mayor de Blasio was criticized on social media about leaving in the aftermath of the murder of an NYPD officer.
He is expected to return to New York City Sunday night.
Anti-globalization activists set dozens of cars ablaze and tried to block national delegations from entering the Group of 20 summit Friday as the meeting got underway in the German port city of Hamburg.
Responding to a second day of protests, police ordered in several hundred more officers from across the country.
Hundreds of officers built moving lines in different parts of Hamburg and used water cannons to force away protesters from streets across the city.
Some were physically moved for hundreds of yards from a protest sit-in in front of the first security checkpoint near the summit grounds.
(The Associated Press contributed to this report.)