Prime Minister Tom Thabane "has crossed into the country," his advisor Samonyane Ntsekele told AFP, speaking on the phone from the premier's official residence. "He got in safely."
"We are at State House now."
The prime minister, whose departure from South Africa had been delayed over security fears, was guarded by South African police, according to the aide.
He said South African police accompanied the premier on his journey back home.
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The army has denied staging a coup.
The unrest prompted members of a regional security bloc to call an emergency meeting in Pretoria, during which a deal was brokered to ease the country's political crisis.
Lesotho police have been absent from the streets of the capital since the pre-dawn military attack of Saturday, which killed one officer and seriously injuring four more.
Several police officers mingled with the South African force at the prime minister's residence, Ntsekele said.
A dry run was conducted on Tuesday night to assess security levels and there was a "security breech", according to a diplomatic source.
Ahead of Thabane's return earlier today, AFP journalists saw dozens of uniformed South African police officers arriving, in civilian cars, at a hotel in the capital Maseru.
A diplomatic sources had earlier suggested the South African defence forces were going to help Thabane cross the border by road.
But the South African military denied that its troops would offer protection to Thabane.
"The South African National Defence Force is not involved in the VIP protection of Lesotho officials, and ... Is also not deployed in Lesotho at the moment," military spokesman Brigadier General Xolani Mabanga told AFP.
The Southern African Development Community (SADC) is sending an observer team to the mountainous African kingdom.