Simpson, 70, left the Lovelock Correctional Center in the western state of Nevada just after midnight local time, prison spokesperson Brooke Keast said. "I don't know where he was headed," Keast told AFP.
Simpson was granted parole at a hearing in July and his earliest release date was set for October 1, but he had widely been expected to be freed no earlier than tomorrow.
Instead he was set free at eight minutes past midnight (0708 GMT today) "to ensure public safety and avoid possible incident," Keast said.
But news of his intended move was not warmly received in Florida.
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According to The Tampa Bay Times, Florida Attorney General Pam Bondi sent word that Florida objects to Simpson serving parole there.
"Our state should not become a country club for this convicted criminal," she said.
Simpson was famously found not guilty in 1995 of the grisly murders of his ex-wife, Nicole Brown Simpson, and a male friend, Ron Goldman, in a case that transfixed the country and became known as the "Trial of the Century."
Simpson claimed at his trial that he was just seeking to recover personal items from the dealers, an explanation that satisfied his parole board.
At his parole hearing in July Simpson initially did not express any remorse for his actions but eventually offered that he was "sorry that things turned out the way they did."
LaVergne told KTNV-TV that Simpson planned to relocate to Florida, play golf and be around his friends and family.
Simpson was convicted in October 2008 of armed robbery, assault, kidnapping and other offenses after he and five associates -- two of whom were armed -- ambushed the two sports memorabilia dealers in a casino hotel room.
He was sentenced to a minimum of nine years in prison and a maximum of 33 years.
Orenthal James "O.J." Simpson shot to fame in the 1970s with the NFL's Buffalo Bills after winning the prestigious Heisman Trophy -- the award for the best player in American collegiate football -- as a running back at the University of Southern California.
In June 1994, Simpson's 35-year-old ex-wife and Goldman were found stabbed to death outside her Los Angeles home.
Simpson was arrested after a low-speed car chase through Los Angeles that was broadcast live by television stations and watched by millions.
He was acquitted in October 1995 after a nine-month trial, a verdict that was greeted with disbelief by many Americans.
Public views on the African-American athlete's guilt or innocence divided sharply along racial lines.
It's a sum the family of Ron Goldman are still trying to recover -- and their attorney says he is ready for "round two," CNN reports.
"The good news for me is he's getting out. The bad news for him is I'm in good health. I'm good to go," said David Cook.
Simpson has been out of the limelight while behind bars, but fascination with his story lives on.
"O.J.: Made in America," a nearly eight-hour documentary about his murder trial, won the best documentary Oscar in February.