An embassy statement said Marine Cpl. Wassef Ali Hassoun departed Lebanon via military aircraft.
It said Hassoun had arrived voluntarily at the embassy last night and remained there while embassy and Defense Department officials worked out the arrangements of his departure.
Hassoun, 24, a Lebanese native, apparently went on unauthorized leave from his base in western Iraq on June 20. He was assumed to be absent without leave.
However, a videotape of Hassoun showed the Marine tied up and blindfolded. His alleged captors, an Iraqi insurgent group that identified itself as the Islamic Response, threatened to kill him.
After an erroneous claim emerged during the weekend he had been beheaded, Hassoun was allegedly freed on the condition he promise not to return to the Marine Corps.