An official note carried in state media says Rene Gonzalez flew back to demonstrate what it calls "his high sense of ethics and honor."
It says he met with family and especially his brother Roberto, who has cancer.
Friday was the deadline for Gonzalez to comply with a judicial order to return and continue serving three years' supervised release.
Gonzalez is one of the "Cuban Five" who were convicted of being part of a network that tried to infiltrate U.S. military installations and monitored Cuban exile groups responsible for a bombing campaign.
He was freed in October, but the other four are still in prison.