The Gambia's President-elect, Adama Barrow, has left the country after talks failed to persuade President Yahya Jammeh to step down.
Nigeria's president flew to Banjul to try to broker a deal but Jammeh would not relinquish power.
Barrow is now heading to Mali, where he will meet West African leaders attending a summit there.
The former estate agent wants to resolve the transitional deadlock so he can be sworn in next week.
President Jammeh's term ends on Thursday.
The African Union has said it will no longer recognise Jammeh's rule beyond this point.
Nigerian leader Muhammadu Buhari had flown to The Gambia's capital, Banjul, to try to broker a deal, as the region fears the consequences of a non-peaceful transition.
Ecowas, a 15-nation bloc of West African states that organised the delegation, has it said it would consider removing Jammeh using military force if he refuses to step aside.
Barrow is travelling to Mali with the Ecowas delegation for further discussions this weekend.
Jammeh had initially admitted defeat after the December election. But shortly afterwards he called for the result to be annulled.
The 51-year-old leader seized power in the country in 1994 and has been accused of human rights abuses, although he has held regular elections.
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A lawyer for Jammeh filed a request with the Supreme Court on Thursday, asking for an injunction to block Barrow's swearing-in.
The Supreme Court is unable to hear the challenge until May because of a shortage of judges, and Jammeh says he will not step down until then.
There are growing fears that the uncertainty could cause a refugee exodus.
Thousands of Gambians, mostly women and children, have already crossed the border into neighbouring Senegal and further afield to Guinea-Bissau, where they do not require a visa, officials say.
Barrow won 43.3 per cent of the vote in December's election, compared with Jammeh's 39.6 per cent. A third candidate, Mama Kandeh, got 17.1 per cent.