"Going home...me voy a casa," he tweeted Saturday.
Domingo, 72, suffered the blood clot in a vein and was hospitalized last week.
His illness prevented him from playing early 20th-century Chilean love poet Pablo Neruda in Daniel Catan's "Il Postino at the Theatre Royal" in Madrid, thinkSPAIN said. The five-night stint was to begin Wednesday.
Domingo also was forced to cancel a guest-conducting gig with the Valencia Regional Orchestra at the group's free, open-air concert in Madrid's Plaza Mayor next Sunday, thinkSPAIN said.
The opera star has been ordered to rest for three or four weeks.