Antonio F. Azeredo da Silveira Jr., the son of Brazil's ambassador to the United States, who was released under diplomatic immunity Tuesday after being charged with shooting the bouncer of a Northwest Washington bar, left the country last night, according to the Brazilian Embassy here.

It was believed that the 18-year-old youth, who was accompanied by his mother on a flight from New York, was returning to Brazil, but that could not be confirmed immediately. The embassy spokesman said the envoy's son was leaving "because of what happened," but added that he had "no information" as to whether the departure may have been under orders.

Last night's departure followed conversations between the State Department and the Brazilian Embassy and assertions in the Senate that the situation might require da Silveira's immediate departure.

In remarks Thursday, the day the incident was made public, Sen. Robert C. Byrd (D-W.Va.), the Senate Minority Leader, said that "at a minimum, Brazil should either waive their diplomatic immunity in this case or require the immediate return to Brazil of young da Silveira."

With Sen. Ted Stevens of Alaska, the Republican Whip, indicating his concurrence, Byrd said it seemed "inconceivable to me that the relative of a diplomat can carry a gun in this country and shoot an American citizen and cannot be arrested; cannot be brought to trial; can just be turned loose on the streets."

According to a D.C. police affidavit, da Silveira pulled two pistols in The Godfather nightclub at 4934 Wisconsin Ave. NW Monday night, and was chased from the bar by bouncer Kenneth W. Skeen and one other person. After a brief chase, da Silveira allegedly shot Skeen three times before he was subdued.

The embassy released a statement Wednesday night that said da Silveira had been kicked inside the bar and tried to leave but was followed by five or six people who hit him with a stone and struck him with sticks. The embassy said he finally pulled a gun while prone and fired at random before losing consciousness.

After da Silveira -- who police said refused at first to give his name -- identified himself on Tuesday, he was released and a charge of assault with a dangerous weapon was dropped formally in D.C. Superior Court on Wednesday.

The embassy spokesman said last night that the youth "feels very, very sad" about the incident.

A State Department spokesman said U.S. Chief of Protocol Selwa Roosevelt had expressed U.S. concern about the incident to the Brazilian charge d'affaires, who had in turn expressed his government's "deep concern" about the matter.

Asked whether U.S. and Brazilian officials had reached any agreement on the incident, the spokesman said only that "it's possible."

The incident came to light as President Reagan was in Brazil on a visit, and the ambassador was also there in connection with the visit.