The couple, Judith Spiegel and Boudewijn Berendsen boarded a plane before dawn heading to Amsterdam via Cairo, a Dutch diplomat said.
Speaking to reporters before boarding the plane, Spiegel said "we were treated very well" during captivity.
No details have been revealed on the identity of the abductors or how the pair's release, announced yesterday was secured.
But Spiegel dismissed reports of Al-Qaeda's involvement in the June 8 abduction. "I think (they were) just tribes," she said, adding that she had "no idea" if ransom was paid to the kidnappers.
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The Hague said "the Yemeni and Netherlands governments are extremely pleased to welcome the news of the release."
"The couple is in a good physical condition, extremely happy to have survived their ordeal unharmed and wishes nothing more than to be soonest reunited with their family," it said.
The couple had made an emotional plea in an Internet video dated July 13 for their government to act to secure their release, warning at the time that they faced execution within 10 days by their "armed" abductors.
Berendsen is employed in the insurance industry.
Both Spiegel and her partner also teach at the Lebanese International University in Sanaa, local media reported.
Media reports said the couple were abducted from their home in Sanaa.
Hundreds of people have been kidnapped in Yemen over the past 15 years, mostly by tribesmen and nearly all of them later freed unharmed.
Al-Qaeda militants have also seized foreigners in the country, including two diplomats -- an Iranian and a Saudi -- as well as a South African couple.
In May, members of a southern tribe released three Red Cross employees, including a Swiss national and a Kenyan, and two Egyptians, following tribal mediation.