"From there, we will work to continue the process of healing our family," she said. "While we will be leaving Columbia, we will return often, and I will remain engaged in activities in my role as First Lady, acknowledging that my responsibilities to my family come first."
Sanford's office did not immediately comment. The governor was scheduled to speak in the southern part of the state later in the afternoon to name a new county official.
Jenny Sanford is a former Wall Street vice president who helped launch her husband's political career only to endure his tearful public confession in June. She had separated from her husband and sought refuge with her sons at the couple's coastal home two weeks before news of the affair broke.
The boys had attended Heathwood Hall, a private school in Columbia. A family friend who spoke with The Associated Press on the condition her name not be used said Jenny Sanford has discussed enrolling her sons in Porter Gaud, a similar private school in Charleston. The friend asked to not be named out of respect for the Sanfords.
The departure came two days after the Sanfords returned from a two-week family vacation in Europe.
Jenny Sanford has called her husband's behavior "inexcusable" but said she was willing to give him another chance, although she said reconciliation would not be easy.
Sanford, 49, disappeared for nearly a week in late June to see his Argentine lover, Maria Belen Chapur, leaving his staff, his wife and the rest of the state in the dark about his whereabouts. Initially, his office told reporters Sanford was hiking on the Appalachian Trail.
Jenny Sanford told the AP said she learned about the affair in January when she came across a copy of a letter her husband wrote his mistress. In the ensuing months, her husband asked several times to visit the other woman, requests she denied, the first lady said.
"It's one thing to forgive adultery; it's another thing to condone it," she told AP during an exclusive interview soon after the governor revealed the affair.
Days later, after the governor told AP he was relying on religious faith to help salvage his marriage even though the love of his life was in Argentina, Jenny Sanford said it was up to the people of South Carolina whether they want to give their governor a second chance.
"His far more egregious offenses were committed against God, the institutions of marriage and family, our boys and me," she said at the time.
The Sanfords met in New York in the 1980s when Sanford also was working in finance, at Goldman Sachs. The couple married in 1989 and relocated to South Carolina, where Sanford worked in real estate before serving three terms in Congress.
Until revelations of the affair with the woman Sanford met on a trip to Uruguay in 2001, the governor had been considered a possible 2012 Republican presidential candidate.
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Associated Press Writer Bruce Smith in Charleston contributed to this report.
