The singer spoke journalists outside his London home after spending 27 days behind bars for driving under the influence of drugs, The Daily Express reports.
'I just want to say thank you for everybody who has supported me in there,' the 47-year-old told the media. 'I'm coming out here on my own so that you'll realise I just want to start again.'
The former Wham star says he is already being inspired to work on new music.
'I just thought of a really good idea for a song. It's going to be nothing to do with prison,' he said.