The 96-year-old royal left his London hospital on Friday, where he has been staying since undergoing hip replacement surgery last week.
Buckingham Palace announced in a statement that the Duke of Edinburgh, as he is formally known, would continue his recovery at Windsor, where he lives with his wife, Queen Elizabeth II.
The statement added that the Prince "would like to convey his appreciation" for the well-wishes he has received.
The Prince was spotted leaving King Edward VII's hospital where he waved to crowds from his car.
Prince Philip was admitted to the hospital last week for planned surgery after ongoing hip problems led him to miss the traditional Royal Maundy Service last month. But his recovery has been progressing at a good pace and, according to a palace statement, "he is comfortable and in good spirits."
Hopefully this means he'll be in full functioning order for the wedding of Prince Harry, his grandson, to Meghan Markle next month. As royal expert Katie Nicholl told ET last year, the timing of Prince Harry's wedding, "a whirlwind by royal standards," is partially due to the desire to have his grandfather in attendance.
“He's incredibly close to his grandfather," Nicholl said at the time. "Being 96, Harry thought it was it was a great thing to [have] the wedding sooner rather than later, so his grandfather could be there, fit and healthy.”