The former Paralympian, who is serving a six-year prison sentence for the murder of his model girlfriend Reeva Steenkamp in 2013, has been transferred to the Atteridgeville Correctional Centre, where baths have recently been renovated to improve access for disabled people. He had been at the Kgosi Mampuru II prison.
The Department of Correctional Services said the Atteridgeville prison houses offenders serving up to six years and has rehabilitation and development programmes for inmates.
Prosecutors are appealing against the sentence, saying it was "shockingly light".
The six-time Paralympic gold medallist made history by becoming the first amputee sprinter to compete at the Olympics, in 2012 in London, running on prosthetic "blades".
He had his legs amputated below the knee as a baby.