The announcement was made Friday with the message: “Thank you all for your well wishes and prayers.”
Requests for additional information were not immediately answered.
Laverne Toney, King's longtime business manager who is now legally in charge of his affairs, told the Associated Press that King was "where he wishes to be."
"He's always told me he doesn't want to be in a hospital," Toney told the AP. "He wants to be at home."
Toney could not be reached for additional comment.
Born Riley B. King, the 89-year-old Rock and Roll Hall of Fame inductee was hospitalized last month because of dehydration related to his Type 2 diabetes, his daughter Claudette said.
His hits include the 1950s R&B piece "Three O'Clock Blues," 1970's "The Thrill Is Gone" and 1989's "When Love Comes to Town," a collaboration with U2.
King, born in Mississippi, began his recording career in the 1940s and has released more than 50 albums, according to his official website.
Also known as the King of the Blues, he was inducted into the Rock and Roll Hall of Fame in 1987. Rolling Stone and Gibson have ranked him among the greatest guitar players of all time.