Amanda Berry, Gina DeJesus, and Michelle Knight remain in seclusion, releasing their first statements since they were found May 6 when Berry escaped and told a 911 dispatcher, "I'm free now."
They thanked law enforcement and said they were grateful for the support of family and the community.
"I am so happy to be home, and I want to thank everybody for all your prayers," DeJesus said in a statement read by an attorney. "I just want time now to be with my family."
The women, now in their 20s and 30s, vanished separately between 2002 and 2004. At the time, they were 14, 16 and 20 years old.
Investigators say they spent the last nine years or more inside the home of Ariel Castro where they were repeatedly raped and only allowed outside a handful of times. Castro, 52, is being held on $8 million bond. The former school bus driver was charged with four counts of kidnapping and three counts of rape.
Prosecutors said last week they may seek aggravated murder charges punishable by death for allegedly impregnating one of his captives at least five times and forcing her miscarry by starving her and punching her in the belly.
The allegations were contained in a police report that also said Berry was forced to give birth in a plastic kiddie pool inside the home. A DNA test confirmed that Castro fathered the 6-year-old girl, who escaped the house with Berry.
After nearly a decade of being away, the three women need time to reconnect with their families, said attorney Jim Wooley.
Knight, who was the first to disappear and the last of the three released from the hospital, thanked everyone for their support and good wishes in her statement.
"I am healthy, happy and safe and will reach out to family, friends and supporters in good time."
Berry added: "Thank you so much for everything you're doing and continue to do. I am so happy to be home with my family."
The attorney said none of the women will do any media interviews until the criminal case against Castro is over. He also asked that they be given privacy.
"Give them the time, the space, and the privacy so that they can continue to get stronger," Wooley said.
The Associated Press does not usually identify people who say they are victims of sexual assault, but the women's names were widely circulated by their families, friends and law enforcement authorities for years during their disappearances and after they were found.
Donations are pouring into funds set up for the women. City Councilman Brian Cummins said $50,000 has been raised with the goal of creating a trust fund for each in hopes of making them financially independent.
The Cleveland Foundation's portion of the Cleveland Courage Fund had raised $20,000 as of Thursday with contributions from 34 states as well as Canada, Australia and France. Donations range in size from $3 to $1,000, according to Susan Christopher, a spokeswoman for the Cleveland Foundation.
Castro was represented at his first court appearance Thursday by public defender Kathleen Demetz, who said she can't speak to his guilt or innocence and advised him not to give any media interviews that might jeopardize his case.
Castro's two brothers, who were initially taken into custody but released Thursday after investigators said there was no evidence against them, told CNN that they fear people still believe they had something to do with the three missing women.
Onil and Pedro Castro said they've been getting death threats even after police decided to release them. Pedro Castro said he would have turned in his brother if he had known he was involved in the women's disappearance.
"Brother or no brother," he told CNN.