"Thirty days ago, I walked through these doors, and I'm going home," she said in story that aired on "Good Morning America" on Thursday.
Roberts thanked her doctors and nurses and sang "Amen" in a moment of celebration, and made it clear that she was not eager to return any time soon. She came out of the hospital and took her first breath of fresh air during a crisp fall afternoon.
"Just walking out, it overwhelmed me. It's overwhelming to see the sky," Roberts said.
In June, Roberts revealed that she had myelodysplastic syndrome, or MDS, a blood and bone marrow disease. Her sister Sally-Ann was the donor for her bone marrow.
Going home is a big step, but Roberts' road to recovery is far from over. She will begin the next stage of recovery from home. Roberts' doctor explained on camera that she still needs to gather strength and build up her immune system.
"Part of my motivation is to come back to you, the wonderful 'GMA' audience. We've often called you family, and you've never felt more like family," she said. "There is no place like home."
ABC News and The Associated Press contributed to this report.