He is expected to spend the remainder of a five-year prison sentence at his uncle’s upmarket 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”.
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.
Oscar Pistorius will be staying at his uncle’s house
- No access to firearms
- No taking of drugs or alcohol, and can be randomly tested by officials
- Continue with psychotherapy sessions
- No going out at night
- Can work; will not be electronically tagged
- His lawyers say track and field training is part of work, but this is still unclear
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.
The double amputee athlete’s family said they had not expected to be released a day earlier, and he would “strictly” adhere to his parole conditions.
The decision was taken in the “interest of all parties concerned, the victims, the offender and the Department of Correctional Services”, Manelisi Wolela said in a statement.
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.
It is understood he will not be electronically tagged but he will have restrictions on his movement, she adds.
‘Poor physical shape’
South Africa’s justice minister blocked an earlier attempt to get the Olympic athlete’s release in August in a surprise move.
Speaking earlier to the BBC, Reeva Steenkamp’s cousin Kim Martin said the family might consider visiting Pistorius when the time is “right”. But she also said she felt he was “getting off lightly”.
Her parents have previously said that the time served by Pistorius was “not enough for taking a life”.
Under South African law, the double amputee was eligible for release under “correctional supervision” having served a sixth of his sentence.
Meanwhile, a close family friend of the athlete said he was in poor physical shape, adding that his return to athletics would be unlikely.
Pistorius competed in the 400 metres at the London 2012 Olympics, wearing carbon-fibre blades to run against able-bodied athletes.
If the prosecution is successful with its appeal next month, Pistorius could face a lengthy sentence back in prison.