Confessed terrorism supporter David Hicks has been released from an Adelaide jail.

The 32-year-old walked out of the Yatala prison in Adelaide's north at 8.17am (CDT).

Hicks has been in custody since being captured among Taliban forces in Afghanistan, in December 2001.

Hicks was driven out of the maximum security jail in the back seat of a police sedan which drove slowly past waiting media.

Hicks, wearing a green polo shirt and jeans, was to be driven to a secret location in Adelaide where he will start his life out of custody.

The father of two has completed a jail sentence, after pleading guilty before a US military commission in March this year to a charge of providing material support for terrorism.

A small crowd of mostly elderly supporters were outside the prison as Hicks left, many holding banners reading 'This could have been your son' and 'David Hicks is no threat'.

The supporters surrounded the car in which Terry Hicks and lawyer David McLeod left the prison, cheering as the car left the prison grounds.

In the statement read to the media by his lawyer, Hicks said he didn't want to risk breaking the gag order placed on him as he didn't want to risk going back to Guantanamo Bay.

He also said he didn't feel that he could face the media at this point.

He  thanked his lawyers, various politicians and organisations that had lobbied for his fair treatment.

"Right now I am looking forward to some quiet time with my wonderful dad, my family and friends," Hicks said.

"I ask that you will respect my privacy as I will need time to readjust to society and obtain medical care for the consequences of five-and-a-half years at Guantanamo Bay.

"I have been told that my readjustment will be a slow process and should involve a gentle transition away from the media spotlight."

Hicks, a father of two, was driven from jail to a secret location in Adelaide.

His father, Terry Hicks, said his son was "on a high".

"It's now up to him," Mr Hicks told reporters.

"He now has got to get on with his life.

"He's on a high, he seems alright but I suppose in the quiet times everything will come back."

It had been reported that David Hicks would include an apology to the nation in his statement, but after expressing gratitude to the public and the media for their support, no apology was offered.

Terry Hicks told reporters he didn't feel that David owed Australia an apology. He said he had spent five-and-a-half years doing it "pretty tough".

with AAP