"God is good, God delivered his promises. Holding to his promises, and he prevailed," exclaimed Sheppard.
Sheppard spent 27 years in prison and already had in mind what he wanted to do next.
"Get something to eat and learn how to work a cell phone because I don't have a clue," Sheppard told reporters.
Sheppard was one of four men convicted for his role in the robbery and murder of pharmacy owner Thomas Brannan in Overbrook in 1992.
Governor Tom Wolf commuted his life sentence; but last Friday, hours before his release, Delaware County District Attorney Kat Copeland, detained him on a shoplifting charge from 1992.
Sheppard said he was wracked with uncertainty for his future.
"Sleepless. Sleepless. There was no sleep happening. Until after court. I finally got to sleep last night," Sheppard said.
He continued, "I got some sleep because the nonsense was over with; 30-year-old retail theft was over with. Ridiculous."
Sheppard was heading to a halfway house as part of his clemency agreement.
Sheppard's story will be featured in an upcoming documentary with Kim Kardashian West.
Lt. Governor John Fetterman had blasted using the decades-old theft charge to detain Sheppard.
Copeland took issue with the way the victim's family has been treated. She said the family was not given a voice nor even notified of the Pardons Board hearing this fall.
A spokesperson for Philadelphia's district attorney said they reached out to the family after they realized they were not registered as victim contacts.
Sheppard's defense attorney, Max Orenstein, says his client is due back in Delaware County Court in January.