Anthony got into an SUV after leaving the Orange County Jail in Orlando Saturday after 9 p.m. (PT), leaving in the company of her attorney Jose Baez.
Earlier there was a protest outside the jail. Demonstrators held signs saying "have you seen me?" with Caylee's picture. However, one man had a sign that read "she's not guilty, get over it."
The 25-year-old Anthony was found not guilty July 5 of killing her daughter Caylee in June 2008.
But she was convicted of lying to detectives about the girl's whereabouts. When Caylee's disappearance was reported in July 2008, Anthony told detectives several lies, including that she had been kidnapped by a nonexistent nanny.
Caylee's remains were found that December in woods near the home Anthony shared with her parents. Her attorneys say that Caylee drowned in the family pool.
The Associated Press contributed to this story