Bernard Kenny, 77, arrived back at his bungalow in Birstall, under a police escort, after spending the last four nights in hospital.
Walking unaided and wearing a salmon pink t-shirt, Mr Kenny emerged from a blue unmarked Vauxhall Corsa police car, accompanied by members of his family.
The Corsa was joined at the property by an unmarked blue Vauxhall Astra containing two uniformed police officers.
The officers closed two large wooden gates to the property after the Corsa had driven in before guarding the driveway.
Mr Kenny, who was stabbed in the stomach as he came to the aid of Mrs Cox outside the library in the centre of Birstall last, Thursday, is understood to be a former miner who was part of the rescue teams which helped at the Lofthouse Colliery disaster in 1973.
Seven men died when part of the now-closed pit near Leeds flooded.
An online petition has been set up calling on the Government to award Mr Kenny the George Cross - the highest bravery honour that can be given to non-military personnel.
By this morning, it had been signed by more than 3,000 people.
The message, directed at Cabinet Office minister Matthew Hancock, says: “During the vicious, hellish attack on MP Jo Cox, an elderly gentleman by the name of Bernard Kenny tried to defend her.”
It adds: “We believe that Bernard Kenny deserves the highest honour for bravery that this country can award. The Cabinet Office must make it so as quickly as possible, so that our nation’s thoughts are on love and bravery rather than hate and fear.”
Mr Kenny’s actions were remembered at church services on Sunday when congregations prayed for his recovery.
Parishioner Leif Wickes led prayers at St Peter’s Church in Birstall, close to where the pensioner lives with his wife, Doreen.
Mr Wickes said that Mr Kenny “despite his 77 years intervened in the attack to try and save Jo’s life and was stabbed and badly injured”.
He said: “We give thanks for his courage and his example and pray for his speedy recovery.”