"I'd just like to thank everybody for their thoughts and prayers," McCloy said during a brief appearance at a morning news conference, "I believe that's it." McCloy then left the room with his wife, Anna.
McCloy and Anna were expected to return to their Simpson home later in the morning.
"Our family is glad to be going home," Anna McCloy said. "Today is another part of our miracle, just three months after the accident.
"However, there are 12 families who are in our thoughts and prayers today and every day. The families of Randy's co-workers and friends are celebrating with us today just as we continue to mourn with them. Please keep all of us in your thoughts and prayers."
McCloy is considered a medical miracle because he survived after being exposed to carbon monoxide for more than 41 hours.
In recognition of that, Gov. Joe Manchin announced that the rural road where the McCloys live will now be named "Miracle Road."
"Randy is unbelievable how he has come through this ordeal," Manchin said. "Today, I'm happy to say that the time has finally come for Randy to return home."
In an interview with The Associated Press on Wednesday, McCloy said he had "no explanation of how I escaped it and survived."
"It's just crazy how that ended up being like that."
After the blast, which the mine's owner says was caused by a lightning strike, some people speculated McCloy survived because he was deeper in the mine, farther from the bad air. He said he wasn't.
Nor does he believe a crushed lung limited the carbon monoxide he inhaled. If he'd been in pain, he figures, he'd have inhaled even more.
What McCloy does know is that he's strong and healthy now because of 24-hour support from his wife and brother-in-law Rick McGee, who have barely left his side for three months.
"What I believe is that the people who are there for you tend to create a world where you can get better," McCloy said. "It's love, really."
McCloy's memories of the 41 hours underground are "not much really," just fragmented images he'd rather forget. When he thinks of his fallen friends, he pictures them elsewhere.
"I try to leave out all the gory details and stuff like that because I don't like to look at them in that light and that way," he said. "I just like to picture them saved and in heaven, stuff like that.
"That's really the best way you can remember somebody."
Doctors say McCloy was perhaps minutes from death when he was pulled from the coal mine Jan. 4 with kidney, lung, liver and heart damage. He was in a coma for weeks, suffering from severe brain injuries.
McCloy is about 5-foot-10 and thin, down from a normal 160 pounds to just 135. His throat still bears a deep purple mark from a long-since removed feeding tube, but his voice is clear and soft.
He smiles often and seems frustrated only by his limitations, mainly a right arm that remains weak.
"My hands, my grip, is not as good as I want it to be, but I'm going to try to exercise and stuff like that," he said.
Anna is providing an incentive. While he was in therapy, she ordered a present for his 27th birthday on April 14: a red 2006 Mustang to replace the family's Taurus.
"I wanted to give him something to work for," she said, "to make him really want to push himself."
In the pool at HealthSouth Mountainview Regional Rehabilitation Hospital, he does. He tosses a beach ball with a therapist to work on agility and reflexes. He springs from a therapist's cradling arms into an upright posture in one swift motion. He grips the stainless steel parallel bars underwater and pulls his legs to his waist.
When he gets home, he will continue to use weights to help speed up his therapy. He also will return to HealthSouth three days a week, four hours a day, for a few more months.
Someday, he'll start to think about work again. He's considering a vocational school, maybe electronics. He won't be going back underground.
"No, I done learned my lesson," he said. "The hard way."
In a few months, the McCloys will take their first family vacation, a trip to Disney World. For now, though, they're looking forward to peace.
"It'll be a vacation just getting home," said Anna, who will fire up the oven for the first time in three months to make a big pan of lasagna for family members.
Soon, Randal will start working through the thousands of cards and letters he has received — enough to fill a spare bedroom at a relative's house. He also hopes to meet with all 12 of the fallen miners' families in the coming weeks and months.
"It's a delicate situation and it should be handled delicately. It's not something you definitely want to dive right in," he said. "I am going to choose to be careful about what I say and how I word things for the families' sake. I just feel I should show them great respect."