He is expected to spend the remainder of a five-year prison sentence at his uncle’s home in Pretoria.
He shot Reeva Steenkamp through a locked bathroom door in 2013 but said he thought she was an intruder.
Ms Steenkamp’s relatives say they think Pistorius is “getting off lightly”.
Oscar Pistorius, 28, was found guilty of culpable homicide, or manslaughter, of his 29-year-old girlfriend at a trial in October last year.
A case lodged by the prosecution appealing against that decision is due to be heard by the Supreme Court of Appeal on 3 November. State prosecutors say Pistorius should have instead been convicted of murder.
The athlete was released on Monday evening, a day earlier than expected, according to a spokesman from the Kgosi Mampuru II prison, where Pistorius was being held.
“Oscar Pistorius was placed under correctional supervision tonight,” Manelisi Wolela confirmed in a statement.
“The handling of the actual placement is an operational matter of the local management, and how they handle it is their prerogative that is carried out in the best interest of all parties concerned, the victims, the offender and the Department of Correctional Services,” he added.
Oscar Pistorius was driven under cover of darkness to his uncle’s house 20 minutes away, a premature departure designed presumably to avoid the media glare, says the BBC‘s Karen Allen in Pretoria.