“He applied for compassionate leave which was considered and approval was granted,” spokesperson for the Department of Correctional Services, Singabakho Nxumalo, said.
“He left this morning and he was back around 1.20pm.
Online media reports said that Pistorius was attending his grandmother Joyce Bekker’s funeral in Johannesburg after she died last Thursday.
Pistorius, who is serving his sentence at the Atteridgeville Correctional Centre, also left the facility two weeks ago when he was taken to hospital after falling ill.
He spent a night at a near-by medical centre before being discharged.
A spokesperson for Pistorius could not be reached for comment.
Pistorius, also a former Olympic athlete, was convicted of fatally shooting his girlfriend Reeva Steenkamp in 2013.