"Oh my gosh he was so scary. My heart is, like, pounding. I've never got this scared in my life," Khan can be heard saying in the message. "Pick up your phones, I am freaked out right now."
Her family had feared for the worst, with her mother and husband of five months pleading with her alleged captor to let her go.
In a brief press conference late Wednesday night, a Khan's family spokesperson thanked their community for their outpouring of support.
But no family members would speak to reporters.
Police, who just days ago told ABC News that they were treating the case as an abduction, had no comment on Khan's reappearance.
Her cell phone, backpack and other items were at the University of Kansas picnic table where she had been sitting, but she was nowhere to be found.
She is a student at the Johnson County Community College, which partners with the University of Kansas, which is why Khan was on the campus.
Police launched a massive search and investigation, and Khan's husband, parents and siblings pleaded for her safe return.