Pistorius asked to move to the nearby Atteridgeville Correctional Centre, South Africa's department of correctional service said.
The centre, just outside Pretoria, is better adapted for disabled offenders.
The former Paralympian, known as the Blade Runner, is serving a six-year prison sentence for the murder of his girlfriend Reeva Steenkamp in 2013.
The double amputee had been serving his time in Kgosi Mampuru II prison, a large facility in Pretoria which houses about 7,000 inmates.
In comparison, Atteridgeville is far smaller, and houses offenders serving up to six years and has rehabilitation and development programmes for inmates.
"The transfer was in line with his special needs," department spokesman Singabakho Nxumalo told the AFP news agency.
"The new prison caters for people with special needs, it has been revamped to include facilities like bath tubs."
Prosecutors are currently appealing the gold medal-winning athlete's six-year sentence, increased from the original five-year sentence in July, which they say was too lenient and does not fit the crime he committed.
Ms Steenkamp died after Pistorius fired four shots into a bathroom door on Valentine's day.
Pistorius,  29, has always maintained he thought she was an intruder.
Jailed South African athlete Oscar Pistorius has been moved to another prison at his request.