According to the broadcaster, servicemen are escorting him.
Earlier, the chairman of the transitional Sovereignty Council of Sudan, Abdel Fattah al-Burhan said at a press conference that Hamdok was at his, al-Burhan's, home and everything was fine with him.
Al-Burhan also said that Hamdok would be able to return to his own home when the situation calms down and he was no longer threatened.
The Sudanese prime minister, along with several other cabinet officials, was detained earlier on Monday by the country's armed forces. According to Sudan's information ministry, the prime minister refused to endorse what he deemed a military coup.
He cited conflicts between political forces in the country as the reason for what happened, saying that the Sudanese armed forces felt as if they were the targets of hostility over the past week.
Following Monday's unrest, the Sudanese Civil Aviation Authority announced on Tuesday that flights to and from Khartoum are suspended from 26 October to 30 October.