The 25-year-old, who has also played for Manchester City and is a Wales international, was convicted in 2012 of raping a 19-year-old woman in a hotel room.
Evans, who left Wymott Prison near Leyland in north-west England at about 0400 GMT, has promised to make a "very personal and profound" statement on his website next week.
The website also said that on July 15, Evans's new legal team had submitted an application to the Criminal Cases Review Commission which is the first step to a second appeal.
"Ched is now adjusting to normal life after serving a sentence for a crime consistently denied," a statement on his website (www.chedevans.com) read.
"Ched would like to thank prior to the video statement, the thousands of people from all walks of life who have supported him and believe in him."
Sheffield United manager Nigel Clough has discussed the possibility of Evans making a comeback with the third tier club but more than 145,000 people have signed a petition against his possible return for the Blades.
On Thursday, Britain's deputy prime minister and Sheffield MP Nick Clegg urged the club to "think really long and hard" before deciding whether to allow Evans to play for them again.
(Reporting By Michael Hann, editing by Alan Baldwin)
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