Mary Lou Retton's family is giving an update on her health.

After entering the ICU for a rare form of pneumonia, the Olympic gymnast is out of the hospital, according to one of her children.

"UPDATE: Mom is HOME & in recovery mode," her daughter McKenna Kelley wrote on Instagram Oct. 23. "We still have a long road of recovery ahead of us, but baby steps."

She then expressed her gratitude for all the well-wishes sent Mary Lou's way. 

"We are overwhelmed with the love and support from everyone," the 26-year-old continued. "Grateful doesn't scrape the surface of the posture of our hearts. Thank you Jesus, thank you doctors & nurses, thank you to this loving community of support." 

The update comes two weeks after McKenna first informed fans of her mother's condition.

"My amazing mom, Mary Lou, has a very rare form of pneumonia and is fighting for her life," she wrote in an Oct. 10 post to Spotfund, where the family launched an online fundraiser to cover hospital bills. "She is not able to breathe on her own. She's been in the ICU for over a week now. Out of respect for her and her privacy, I will not disclose all details. However, I will disclose that she not insured."

As Mary Lou's health battle continued, her family—which also includes daughters Shayla, 28; Skyla, 23, and Emma, 21, with ex-husband Shannon Kelley—kept fans updated on both her progress and her setbacks. They also reiterated how they appreciated all the kind words for the athlete, who made history in 1984 when she became the first American to win an individual all-around gold medal at the Olympics.

"Thank you guys again for just the support," Shayla said in an Oct. 18 Instagram video. "I'm getting so many messages and emails, and just it's so great to see people love on her."

One of those messages of support came from Mary Lou's Dancing With the Stars partner Sasha Farber, who teamed up with her for the ballroom competition series in 2018.

"I spoke to my Sweet Mary Lou over text, during the show," he told People in an interview published Oct. 11, "and I reminded her that she needs to fight harder than ever, there is only ONE Mary Lou and that she has got this."

For the latest breaking news updates, click here to download the E! News App