"I want to thank all of you, right round the world, for your concern over my health," said the 74-year-old, in a video posted to social media three days after leaving intensive care.
"Thank God, I am doing well and recovering. I am here with my family. I know there are people all over the world who are concerned about me," said Pele.
The three-time world champion continued in English by telling his fans: "Don't worry. Thank you very much. I know everybody was worried about my health, but I am OK."
Pele remains in a Sao Paulo hospital where he has been since November 24 due to a suspected urinary tract infection requiring antibiotics.
Eight days ago, the hospital placed the him in intensive care after his condition became "clinically unstable," briefly alarming fans.
Some Brazilian media reported Pele had septicemia, a blood infection, after he failed to respond to treatment.
The Albert Einstein clinic stopped renal assistance last Sunday and moved Pele to semi-intensive care on Tuesday following a battery of tests.
On Friday, the clinic issued a statement noting a progressive improvement in his general state of Pele's health.
Pele has only one kidney after the other was removed following a rib injury he suffered while playing for the New York Cosmos in the 1970s, his agent Jose "Pepito" Fornos told AFP.
Pele underwent kidney stone surgery in the same clinic on November 13 and was discharged before returning complaining of abdominal pain.
The setback forced the postponement of a trip to Australia where he was to make two public appearances last month to honour veteran SBS football broadcaster Les Murray.
Pele is scheduled to make those appearances in Sydney and Melbourne in March next year.
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