Obama, who was born in Hawaii, departed Friday evening for Honolulu along with his wife Michelle and his daughters Sasha and Malia.
From there the Obamas will travel to the town of Kailua where they have spent previous holidays together.
On December 27, Obama will meet Japanese Prime Minister Shinzo Abe at Pearl Harbor in Hawaii, the site of the 1941 Japanese attack that sparked the entry of the US into World War II.
Obama's successor, Republican Donald Trump, will be sworn in as president on January 20.