Wearing a light grey singlet, dark grey shorts and grey runners, the Victoria Cross recipient visited a NSW police station on Monday morning to comply with the terms of his bail.
Australia's most decorated living soldier was approached by media as he went in and out of the building.
Roberts-Smith gave a thumbs up to a person who called out that he was "legend" before leaving the area in a silver Audi driven by his partner, Sarah Matulin.
The former SAS soldier was arrested and charged on April 7 with murdering or ordering the murders of five unarmed detainees while deployed in Afghanistan between 2009 and 2012.
Roberts-Smith walked out of prison for the first time in a week on Friday after being granted bail by a Sydney court with a $250,000 surety.
Under the terms of his bail, Roberts-Smith must report to police three times a week, allow access to his electronic devices and has forfeited his passport.
The prosecution described the allegations against him as gravely serious, labelling the case "strong" with eyewitnesses to the alleged murders.
The decorated veteran has been accused of directly murdering two Afghan individuals and aiding, abetting or procuring the murder of three more.
Reading from a short prepared statement on Sunday, Roberts-Smith denied all allegations against him.
He said he would use the charges as an opportunity to clear his name.
The 47-year-old described his arrest on the tarmac at Sydney Airport as an "unnecessary spectacle" and requested privacy for his family.
"I understand this journey will be long," Roberts-Smith said.
"I understand this journey will be difficult, but I can promise everybody I have never run from a fight in my life.
"I will never give up and I will always be in the fight."
Roberts-Smith has consistently proclaimed his innocence, including during a failed defamation action against publisher Nine over articles detailing the alleged war crimes.
A Federal Court judge found the accusations of murder were, on the balance of probabilities, true - findings he failed to overturn in subsequent appeals.