Jesus ascended (went up) to heaven, while (or immediately after) He as blessing His disciples:
Acts 1:9 After saying this, [Jesus] was taken up into a cloud while they were watching, and they could no longer see him.
The event is also described as:
Mark 16:19When the Lord Jesus had finished talking with them, he was taken up into heaven and sat down in the place of honor at God’s right hand.
Whatever happened, it was made clear that Jesus would return in the same way: it would be spectacular (well, being taken up into clouds is rather spectacular) and it would be in His father’s timing:
Acts 1:11Jesus has been taken from you into heaven, but someday he will return from heaven in the same way you saw him go!