You usually just say, "I'm leaving now" or "I'm going now" if the person knows where you are going. If they don't, or you want to make sure they know where you're going, then you insert the destination: "I'm leaving now for the shops", "I'm leaving for work now", etc.

You can also say "I'm heading out", that means you're leaving the house or whatever structure you are in to go somewhere. Other options are "I'm off" and "I'm going." However, if the other person doesn't yet know your destination then your sentence won't make it any clearer where you are going.

If the other person knows where you are, there is no need to add 'the house'.

I'm off to work.. I'm heading off to work

I'm going to work.