Zuma has been incarcerated at Estcourt prison since handing himself over to authorities on July 7 to serve a 15-month sentence. The prison is close to his rural home at Nkandla in the Kwa-Zulu Natal province where funeral proceedings are expected to be held.
"As a short-term, low-risk classified inmate, Mr Zuma's application for compassionate leave was processed and approved," the department of correctional services said in a statement, adding that while outside prison walls, Zuma was not required to wear an offenders' uniform, Reuters reported.
Zuma, 79, was sentenced late last month for defying a constitutional court order to give evidence at an inquiry investigating high-level corruption during his nine years in office until 2018.
Sporadic pro-Zuma protests broke out when Zuma handed himself over and escalated into riots involving looting and arson that President Cyril Ramaphosa has described as an "insurrection".
The unrest swept across Kwa-Zulu Natal and the country's economic heartland province of Gauteng, killing 276 people and destroying hundreds of businesses.
Thousands of soldiers were deployed to help keep the quell the violence, among the worst since the ruling African National Congress won South Africa's first democratic elections in 1994 to replace white minority rule.