Westbrook, who had missed the Thunder's past five games because of a sprained left ankle, missed Saturday's 110-100 win over the Phoenix Suns with what the team listed as "personal reasons."
Westbrook, who was a full participant in a contact practice on Friday and went through the team's shootaround on Saturday, appeared set to return against the Suns. However, he left after the team's shootaround to fly to Los Angeles to join his wife, Nina, for the birth of their daughters on Saturday night.
Nina Westbrook posted on Instagram that the girls "are here and healthy."
The Westbrooks also have an 18-month-old son, Noah.
The Thunder have won 10 of their past 11, including five of six in the recent stretch without Westbrook.