It was Macduff who discovered the murder of King Duncan in his bed-chamber in Macbeth's castle. Ever since he suspected Macbeth & refused to obey him as the new king. Macduff did not participate in Macbeth's coronation ceremony at Scone; he also absented himself from Macbeth's coronation banquet. In the closing part of the Banquet scene, Macbeth expressed his doubt & apprehension as regards Macduff, and disclosed his paranoid mind by contemplating a surprise attack at Fife to annihilate the entire house of the Macduffs.
Macduff escaped to England primarily to save his life from the killer king. He fled from Fife, leaving his wife, children & all relations, but he never suspected that Macbeth could be so vile as to kill his entire family in his absence. Another reason behind Macduff's secret passage to England was to get in touch with Malcolm & convince him to return to Scotland so that under Malcolm's legitimate leadership an offensive could be organised for the ouster of the illegitimate King Macbeth.
When Macduff received from Ross the news of the ghastly killing of his wife and children, he was terribly shocked and filled with guilt because he held himself responsible for the whole tragedy. His regret mingled with deep anguish finds expression in these lines:
"All my pretty ones?
Did you say all? O hell-kite? All?"
Macduff, a man of feeling, reacts to a moment of extreme personal loss with exemplary self-control; when Malcolm advises him, 'Dispute it like a man', Macduff replies:
"I shall do so;
But I must also feei it as a man".
He flees because he perceives Macbeth's continued paranoia and quest for power endanger his life. He knows his life will be in danger if he stays.
He is filled with pain and guilt because he leaves behind his wife and son, who are then slaughtered by Macbeth. He feels guilty for their deaths.