Khan, 70, was moved to Adiala Jail in Rawalpindi city on Tuesday night after having spent more than three weeks in Attock Jail some 100km (62 miles) away where he was sent following his conviction in a corruption case last month.
Videos on social media showed Khan’s supporters flanking the road and throwing flower petals as a large police convoy took him to Rawalpindi.
Though the Islamabad High Court in August overturned his conviction, Khan remains in custody as authorities investigate the leaking of a secret diplomatic cable, called “cipher”, which he claims proves his allegation that the United States was behind his removal from power.
The US and Pakistani authorities reject the charge.
Khan’s lawyers had petitioned the Islamabad High Court for him to be shifted to another jail alleging he was being denied facilities allowed under prison rules at Attock, one of the largest jails in the country.
Members of Khan’s Pakistan Tehreek-e-Insaf (PTI) party had said his life was under threat in Attock Jail.
On Tuesday, the court directed the prison authorities to move him to Adiala and ordered that he be provided better facilities as a former premier.