Mary Lou Retton provided a statement to her fans on Instagram Monday night following her release from a hospital after a bout with a rare pneumonia.
Retton was hospitalized earlier this month and was "fighting for her life."
However, she was released a couple weeks later.
"I’m beyond blessed to have the opportunity to make this statement. I am overwhelmed with the love and support from the world as I fight," Retton wrote on the social media platform.
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"I am forever grateful to you all! I’m with family continuing to slowly recover and staying very positive as I know this recovery is a long and slow process."
Retton requested privacy as she continues her recovery.
"When the time is right, I will be sharing more information about my health issues and hope I can help others who may face the same battle as me. I love you all."
One of Retton's daughters said Retton had a "scary setback" while in intensive care, noting upon her release it would be "baby steps" to recovery.
MARY LOU RETTON RECEIVES HUGE DONATION AS SHE BATTLES SERIOUS ILLNESS
Retton was nicknamed "America’s sweetheart" during her gold medal-winning performance at the 1984 Summer Games in Los Angeles. She was just 16 when she scored perfect 10s in the floor exercise and vault in the final two rotations to become the first American woman to win the Olympic all-around title.
She earned five medals that year — one gold, two silver and two bronze.
After she retired from gymnastics, Retton became a motivational speaker and frequently shared messages about the benefit of proper nutrition and exercise. She also served on the President’s Council on Physical Fitness and Sports under former President George W. Bush.
Fox News' Paulina Dedaj, Chantz Martin, and The Associated Press contributed to this report.