Saberi, who was accompanied by her family, told AFP she planned to spend several days in the city as "Vienna is calm and relaxing."
Although she did not provide any details on her travel plans, her arrival in the Austrian capital follows comments by her father that he planned to take her to the United States. There are no direct flights between Iran and the US.
Saberi was released on Monday from Tehran's Evin prison after her original eight-year jail term on espionage charges was reduced to a suspended two-year term by an appeal court.
The 32-year-old said the family decided to travel via Vienna as Austria's ambassdor in Tehran had been very helpful. "I want to thank him," she said.
Family friend Payam Mohepi, who is travelling with her, said that Saberi was "doing well and very happy.
"At the moment, she has no clear plan yet… whether to come back to the country (Iran) or not," he said.
A dual US-Iranian national, Saberi had been in Iran for six years and had reported for US-based National Public Radio (NPR), the BBC and other foreign media groups.
She was first arrested in January of this year on charges of buying alcohol which is illegal in the Islamic republic.
However, she was later accused of "cooperating with a hostile state," a charge which carries a prison term of one to 10 years under article 508 of the Iranian penal code.
The charge was subsequently amended and Saberi was accused of "gathering classified information with an intention of harming national security" under article 505 of the code.
The Iranian judiciary has said her two-year sentence will be suspended for five years.
Her lawyer Saleh Nikbakht has said that the espionage charges were filed after Saberi obtained a classified report prepared by a research centre of the Iranian presidency office on the US war on Iraq.
Iran's intelligence minister said on Wednesday that Saberi was guilty.
"The verdict shows that she has not been acquitted, she was put on trial and it was established that she had committed an offence," Gholam Hossein Mohseni Ejeie was quoted as saying by the state broadcaster.
Her lawyers had defended her by saying that she could not be charged for cooperating with a hostile state, in this case the United States, as Washington and Tehran could not be defined as being hostile towards each other.
Saberi's original eight-year jail term had caused deep concern in Washington and among human rights groups.
The sentence was the harshest ever meted out to a dual national on security charges in Iran, and came just weeks after US President Barack Obama proposed dialogue with Tehran after three decades of severed ties.
