A Danish aid worker held hostage in Somalia for three months before being rescued in a daring US-led commando raid has left Sicily to be reunited with his family in Denmark, his employer said Tuesday.

Poul Thisted, 60, and his American colleague Jessica Buchanan, 32, were freed from their Somali captors on January 25 by clandestine Navy SEALs in a swoop in central Somalia.

The two were working for the Danish Refugee Council Demining Group helping to de-mine war-torn Somalia, which has lacked a functioning central government for two decades.

The pair were taken to NATO's Sigonella base in Sicily after their release.

"I am grateful for the prayers and support that I have received from everyone throughout this event; however, at this time, my top priority is spending time with my family," Thisted said in a statement published Tuesday by the Danish Refugee Council.

He said he would make no comments to media on his return.

"I appreciate your interest, but it is important that I remain focused on returning to my family and normal life without delay," he said.

Earlier Tuesday, Buchanan's father John told ABC News in the US that his daughter was on her way home to Pennsylvania.