A car carrying Ms Sauvage and her three daughters was seen leaving Reau prison soon afterwards.
Campaigners were overjoyed by the news. But Virginie Duval, the head of the French union of magistrates, complained that the president had acted "to please public opinion", pointing out that the judiciary had followed the law when it rejected Ms Sauvage's appeals.
In August, a local court rejected a plea for parole and its ruling was backed up last month by the court of appeal in Paris.
Ms Sauvage's daughters had fought for her release ever since she was jailed in 2014, insisting that she had been brutally treated throughout her marriage by her husband Norbert Marot. When her son committed suicide, she picked up a gun the following day and shot him.
Justifying its decision to reject her application for parole in August, the local court at Melun explained that Ms Sauvage had not done enough to show remorse.
She could not expect to live in an environment which, because of the media coverage of her case, "would risk maintaining her in the position of victim".
But Ms Sauvage's case attracted the support of 434,000 people who signed an internet petition as well as dozens of MPs, from both left and right.
It also secured the backing of President Hollande, who met her three daughters and gave her a partial pardon, which is part of the constitution but used very rarely.
His initial pardon in January was for her sentence to be reduced to a minimum, allowing for the judiciary to decide when she should be freed. His final decision called for her immediate release.
Jacqueline Sauvage's story
Suffered 47 years of violent abuse at hands of husband Norbert and ended up in hospital four times
Her son also suffered violent abuse; two of her three daughters were sexually abused
9 Sept 2012: Son hangs himself
10 Sept 2012: Ms Sauvage shoots husband three times in the back
October 2014: She is jailed for 10 years for unpremeditated murder
December 2015: Appeal court upholds verdict
January 2016: President Hollande meets three daughters, calls for Ms Sauvage's early release