Leeza Ormsby was in Bali's Kerobokan jail for drug possession.
Ormsby has served a sentence of nine years in Kerobokan jail for possession of half a marijuana joint.
The Rotorua-born woman was met by two immigration officers and was carrying her own luggage, AAP said.
When asked how she felt, the 38-year-old replied, "Happy!".
Media followed her to the car until she eventually said in Indonesian: "Saya mau tutup pintu," (I want to close the door).
AAP said prison governor Sudjonggo met Ormsby for the first time when she said goodbye, and told her "not to come back here".
Ormsby had reportedly joined a knitting group in prison and had a farewell gathering with friends in prison.
