Leno spent 10 days at the Grossman Burn Center after suffering burns to his face, chest and hands in a fire at his home garage earlier this month.
The 72-year-old is an avid car collector and had been working underneath a vehicle when he was burned earlier this month.
Leno was seen thanking staff before leaving the facility in the first photo since he suffered those injuries.
Doctors who treated him said they're optimistic Leno will make a full recovery. Leno will receive follow-up care at the Grossman Outpatient Burn Clinic.
"Jay would like to let everyone know how thankful he is for the care he received, and is very appreciative of all of the well wishes. He is looking forward to spending Thanksgiving with his family and friends and wishes everyone a wonderful holiday," the hospital said in a statement.