They both served 62 days of an eight-month sentence for perverting the course of justice after she took speeding points for him.
ITV News political correspondent Romilly Weeks reports:
Huhne, who left Leyhill Prison in Gloucestershire, told the media outside his flat that he was "very sorry" for what he had done.
Standing next to his partner, PR adviser Carina Trimingham, in Clerkenwell, central London, he told the press to "calm down", before saying:
– Chris Huhne
I would just like to say once again, as you know from the night I was sentenced, I said that I was very sorry for what I had done. It has been a humbling and sobering experience.
I would like to thank all of those who have written to me - hundreds of letters that I have had - and all my family and friends who stood by me.
And I would also just remind you that I have served only part of my sentence and therefore it is not appropriate to say more.
I would now like to get on, get back to home, and continue with my life. Thank you for coming.
The former energy secretary had staunchly denied passing speeding points to Pryce a decade ago and battled for the case to be thrown out of court.
He finally pleading guilty to perverting the course of justice on the first day of their trial in February.
Pryce, who left East Sutton Park Prison near Maidstone, Kent, told reporters the first thing she planned to do was have a cup of coffee.
Her solicitor Robert Brown read a statement, in which she said she was pleased to be home and looking forward to returning to her career as an economist.
– Vicky Pryce's solicitor Robert Brown
Vicky Pryce is very pleased to be home and back with her family.
She is grateful for all the support she has received from everyone whilst in prison, including her fellow residents and prison staff.
She now intends to spend time with her family and looks forward to returning to her career as an economist.
Pryce has ideas to write about the economics of the criminal justice system, combining her economic expertise with her experience behind bars, but has not so far written a book on it, according to Mr Brown.
The courts heard that she revealed the speeding points scandal to newspapers in 2011 in a bid to "nail" her ex-husband, who had left her the previous year for Ms Trimingham.
The Crown Prosecution Service (CPS) is seeking more than £100,000 in legal costs from Huhne, but last month a costs hearing at Southwark Crown Court was told the former MP's legal team had offered just £25,000.
The CPS is seeking a total of £48,695.56 from Pryce, the court heard.