The Adelaide and Fremantle great had undergone two operations after a fallen tree branch crashed through the windshield of a truck he was driving in June.
Modra, 57, required surgery on his jaw, cheekbone and eye socket and was in a critical condition.
In a statement released on Tuesday via the Crows, Modra said he was "overwhelmed" by the support he and his family had received.
"Over the past couple of weeks, I've been overwhelmed by the kindness and care shown to me and my family," Modra said.
"I have left hospital to continue my recovery at home and only now starting to wrap my head around the incredible amount of support and well wishes that have come our way.
"I remain deeply grateful to the members of the public who gave me vital first aid until professional help arrived, to others who offered reassurance, and to the emergency responders, medical staff and specialists who have cared for me since the accident.
"My progress has been encouraging and we kindly ask that our privacy continues to be respected as we focus on my rehabilitation. Thank you."
Modra is renowned as one of the most spectacular players in AFL history, kicking 588 goals in 165 games for the Crows and Dockers between 1992-2001.
He was near his sheep and cattle farm about 90km south of Adelaide at the time of the accident, and was airlifted to Flinders Medical Centre.
The accident triggered an emotional outpour among the AFL and wider community.
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