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A semi-submersible ship carrying the wreck left for the southwestern port of Mokpo, the maritime ministry said in a press statement.
Nearly three years after it went down with the loss of more than 300 lives, the wreck had been safely placed on the giant lifting ship to bring it to shore.
The ship will sail more than seven hours to Mokpo, 105 kilometers (66 miles) east.
Almost all the victims were schoolchildren and it is thought that nine bodies still unaccounted for may be trapped inside.
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The lifting ship was accompanied by a small vessel carrying relatives of the nine missing, as well as five patrol boats.
When the wreck is landed at Mokpo, investigators will comb through it in search of any remains and personal belongings.
Underwater fences have been installed surrounding the area where the Sewol sank and divers will also search the waters and seabed there.
The salvage came as the third anniversary approached of one of the country's worst-ever maritime disasters, which dealt a crushing blow to now-ousted president Park Geun-Hye.
Investigations concluded the disaster was the result of factors including an illegal redesign, an overloaded cargo bay and inexperienced crew.