The prison’s Superintendent Md Mokammel Hossain said they released her after getting a copy of the bail orders on Sunday afternoon.
Senior Judicial Magistrate Hakim Delwar Hossain accepted her bail plea at a hearing earlier in the day, Shipra's lawyer Arup Barua Tapu said.
The student of Stamford University, who was part of the documentary film crew led by Sinha, will remain free on bail until the submission of the investigation report.
The court also heard the bail appeal of Shahadul Islam Sefat, another co-worker of Sinha. He was with the former army officer during his death in police fire at a checkpoint. An order is awaited.
Sefat's petition for bail in two cases involving murder and drug-related charges was heard by Senior Magistrate Tamanna Farah, said his lawyer Mahbubul Alam Tipu.
"An appeal was made to the court to task the RAB with the investigation of the cases. The court will issue an order on Monday,” the lawyer said.
Police shot and killed Sinha at a checkpoint in Shamlapur along the Cox's Bazar-Teknaf Marine Drive in the night of July 31. Sefat and Shipra, both students of Stamford University's Film and Media Department, were accompanying him.
Sinha, 36, was a member of the Special Security Force, tasked with guarding the prime minister. His late father Ershad Khan was a deputy secretary at the finance ministry.
The former army officer and the other members of the crew had been staying at Nilima Resort in Himchhari for around a month to film a travel documentary.
After killing Sinha, police said they fired in self-defence when he brandished a pistol after obstructing a search of his vehicle at the checkpoint.
They also said they seized drugs from the vehicle and detained Sefat and Shipra. Two cases have been initiated over the incident.
But the police account has been greeted with disbelief and there was doubt over whether Sinha had indeed pointed the gun at the policemen.
The home ministry has formed a high-level committee to investigate the incident.
The family of Sinha has started a case against nine policemen, including two inspectors, on charges of murdering him.
Police have withdrawn seven officials, including Pradip Kumar Das, chief of Teknaf Police Station and Inspector Liakat Ali, in-charge of Baharchhara investigation centre.
The seven are behind bars in the murder case while two other accused are on the run.