France’s first lady left the Pitie Salpetriere hospital for a presidential residence at La Lanterne in Versailles, the magazine Paris Match said.
Valerie Trierweiler was admitted to hospital apparently in shock after learning of Closer magazine reports.
It said that the affair had begun during the 2012 presidential race.
Valerie Trierweiler, 48, works for Paris Match, which said she was planning to rest at the residence.
Francois Hollande has not commented on the latest news.
However, a source at the presidential office told AFP that Valerie Trierweiler would rest at La Lanterne “for a few days”.
Valerie Trierweiler was admitted to hospital on January 10.
Francois Hollande visited her for the first time on Thursday evening.
French media have claimed that Valerie Trierweiler suffered an anxiety attack last week, but her friends have played down her condition.
President Francois Hollande would clarify whether Valerie Trierweiler was still first lady before a trip to the US on February 9.
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