The 11 whales, who sometimes appeared to be panicking as they fought for air, created a worldwide sensation as news and a video about their plight spread.
The mammals, which likely included two adults and several younger ones, were first spotted by a local Inuit hunter on Tuesday.
Residents from the nearby Inuit community of Inukjuak in northern Quebec had planned to widen the hole. But the whales were gone when they arrived at the site on Thursday morning, according to The Globe and Mail newspaper.
One resident, Johnny Williams, told the paper that the ice likely broke up from the shifting winds, allowing the creatures to swim to freedom.
The community's mayor had asked for an ice breaker and other assistance from the Canadian government. Experts from Canada's fisheries and oceans department were dispatched to the area.
(Reporting By Russ Blinch; Editing by Xavier Briand)