The Paralympian was granted parole after serving one year of his five-year sentence for killing his girlfriend Reeva Steenkamp in 2013.
He must perform community service under the terms of his release.
In his first public appearance since then, he reported to a police station in Pretoria on Saturday wearing sunglasses and carrying a backpack.
He is serving the rest of his sentence under house arrest at his uncle's home in the city.
Pistorius, 28, was found guilty of culpable homicide, or manslaughter, over the death of his 29-year-old girlfriend.
He told his trial last year that he had shot her through a bathroom door because he had mistaken her for an intruder.
The prosecution is appealing against the verdict, saying Pistorius should have been convicted of murder.
Pistorius house arrest: The dos and don'ts
What will life be like for Pistorius under house arrest?
The making and unmaking of Oscar Pistorius
Evidence at Pistorius trial
My friend Reeva Steenkamp
South African athlete Oscar Pistorius has begun serving community service, a month after he was released from jail.