"I just want to say thank you for everybody who has supported me in there. I'm coming out here on my own so that you'll realise I just want to start again," dailyexpress.co.uk quoted Michael as saying.
The former "Wham!" singer walked free from Highpoint Prison in Suffolk Monday after serving 27 days of an eight-week sentence for possessing marijuana and driving under the influence of drugs, stemming from an incident in July, 2010.
Michael has also said that he will now "stop running away" from paparazzi as he is trying to rebuild his life.
He claims he has already found an inspiration for a new tune. I just thought of a really good idea for a song. It's going to be nothing to do with prison," he said.