Golden was able to leave the rehabilitation facility just six weeks after being shot and paralyzed while breaking up a bar fight last month.
Golden departed the Shirley Ryan AbilityLab where he has been working on his recovery. Video was released earlier this week of Golden using a walker at the rehab facility.
Golden posted the video on social media Monday with a quote from the movie Forrest Gump about "magic shoes."
Chicago police, the bagpipe ensemble, mounted police, state and Cook County authorities, along with friends and family, cheered when they saw him. Golden went over to fellow Officer Carlos Yanez, who was shot last winter.
Prosecutors said three suspects got into a fight with customers at a Beverly bar on July 9, and the fight spilled outside.
Officer Golden, who was off-duty at the time of the shooting, was acting as a peacekeeper and was walking away from the suspects when one pulled out a gun and began firing. Golden was hit in the back, severing his spine and paralyzing him below the waist.
Golden received a police escort home on Friday. The public was asked to line the route to send encouragement along the way from downtown to Guaranteed Rate Field and on to Mount Greenwood where his family celebrated his return.
He is a third-generation police officer, an Army veteran and is being called a hometown hero.
Public support has raised more than $1.4 million for his care.
Family members said he is working toward being able to walk down the aisle when he marries his fiancée next year.
Attempted murder charges were filed against Bryant Hayes and Justen Krismantis, both 22, and 28-year-old Demetrius Harrell in July, and a Cook County judge ordered the three held without bond.
The three pleaded not guilty last week to the charges.