The monarch - who underwent two operations to remove a blood clot and fix slipped discs in his spine - will now recuperate at his home in the US city.
Officials said the 86-year-old king's month-long stay at the New York Presbyterian Hospital was "successful".
An official statement said: "King Abdullah left the Presbyterian Hospital on Tuesday evening... as God gave him good health.
"He moved to his residence in New York to recuperate and continue with physical therapy."
King Abdullah - who had been suffering from back pain for weeks - jetted to New York on November 22 after doctors at a hospital in Riyadh discovered a blood clot in his back and sent him to the US for specialist treatment.
He then underwent a second operation on December 3 to "stability" more discs in his spine.
It is still not known when the monarch plans to return home to Riyadh.
Meanwhile, the king's brother, Crown Prince Sultan, 82 - who has also been struggling with ill health - has been ruling the kingdom in his absence after returning to Saudi Arabia from an extended holiday in Morocco.
