Some 280 police were deployed around his private home on Friday ahead of the move, and Yoon is to be accompanied by a security detail of about 50 people, media reported.
The former president still faces trial on a criminal charge of leading an insurrection, which is punishable by death or a life sentence if he is convicted.
The race to replace Yoon kicked off this week with nearly 20 hopefuls expected to contest for the candidacy of the conservative People Power Party that is in a fight to retain the presidency against a populist liberal who leads in the polls.
TRAILING IN POLLS
Candidates are set to face an uphill battle against the populist former leader of the Democratic Party Lee Jae-myung, who declared his bid on Thursday, polls show.
All the conservative candidates are receiving single-digit support in polls, with former Labour Minister Kim Moon-soo leading the pack at 9 per cent, far behind Lee at 37 per cent, according to a Gallup Korea poll released on Friday.
Lee, who faces potential legal obstacles to his presidential bid from various legal cases, has pledged to overcome polarisation in society and spur economic growth if elected.
Unveiling his policy vision on Friday, Lee said he wanted to help the industrial powerhouse focus on cutting-edge science and technology.
“To survive in the ruthless global battlefield, I make an appeal to you to shift the paradigm from copying to leading,” he told a news conference.
Yoon has said his Dec 3 martial law was meant to expose the abuse of parliamentary majority by the Democratic Party to stall his policies and not meant to impose full military rule.
The Democratic Party and his critics say his actions amounted to an insurrection that nearly destroyed democracy.
