A spokesperson with MetroHealth Medical Center said Knight, 32, left the hospital in the afternoon, but declined to comment further on her condition or where she was going.
Earlier Friday, Knight said in a statement that she was in good spirits and was grateful for the fund created to help the victims.
A missing-person report on Knight filed one day after she disappeared in 2002 said without elaboration that she has a mental condition and often is confused about her surroundings.
Former Cleveland school bus driver Ariel Castro has been charged with rape and kidnapping for keeping Knight and two other women captive - 27-year-old Amanda Berry and 23-year-old Gina DeJesus.
Investigators said they were held against their will since going missing individually between 2002 and 2004. While it remains unclear how Castro kept such tight control over the women for so long before their escape Monday, police say he abducted the women in the same way, by simply driving up to them and offering them a ride home.
Authorities say the women were chained, tied up and kept in different rooms for a decade. Castro allegedly told the women that an alarm would go off if they tried to escape. Knight, Castro's first alleged kidnapping victim, was impregnated by Castro five times, but miscarried each time after he beat and starved her.
Also in the house was Berry's 6-year-old daughter, Jocelyn, who was born in captivity. Ohio Attorney General Mike DeWine's office said Friday that preliminary results of a DNA test show that Castro is Jocelyn's father.
Berry and DeJesus returned home on Wednesday. The women were rescued Monday after Berry's daring escape. She saw an unlocked door and screamed for help. Castro's neighbor, Charles Ramsey, helped kick down the door and dialed 911.
Law enforcement sources say they've recovered Castro's writings where he describes himself as a "sexual predator." Speaking in Spanish, Castro's own mother called her son "very sick" and apologized to his alleged victims.
Castro, 52, is being held on $8 million bond under suicide watch.
The Associated Press and ABC News contributed to this report.