Saskatchewan siblings Lindsey Petersen and Danielle Petersen had been sentenced to three days in jail and fined for obscene behaviour in a public place.
They were among 10 foreigners who stripped naked and took photos on Malaysia's Mount Kinabalu on May 30.
A local official has said their behaviour was disrespectful to the mountain, which is believed to be sacred, and caused an earthquake on June 5 that killed 18 climbers.
Their Malaysian lawyer has said they pleaded guilty in a local court to a charge of public indecency.
Lawyer Ronny Cham confirmed the Petersens left the country on Saturday and media outlets in Regina said the pair were believed to have arrived back home Sunday.
Lindsey Petersen, an engineering graduate from the University of Regina, had detailed his travels throughout Asia over the last seven months on Facebook. When his sister joined him in Bali, Indonesia, in April, he referred to them as the "dynamic duo.''
The story of their detention in Malaysia made headlines around the world and sparked a discussion on respect for cultural beliefs.
The other two westerners detained in the case were Dutch citizen Dylan Snel and British student Eleanor Hawkins.
Hawkins issued a public apology to the people of Malaysia after returning home to England over the weekend.
She said on Sunday that she knows her actions had been wrong.
"I know my behaviour was foolish and I know how much offence we all caused to the local people of Sabah. For that, I am truly sorry," she said.
— with files from the Associated Press.
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