In Persona 5 you’ll spend half your time exploring the city and doing activities, and the other half of your time you’ll spend in Dungeons. These dungeons get progressively harder and your party of thieves will sometimes need to head back to the real world for a couple of days to regroup before progressing any further.
To help in this process there are safe rooms that can found in each dungeon that allow you to save your progress, but you can fast travel to them as well. Once in a safe room you can also fast travel to any other safe room that you’ve visited before. This is an easy way to move around a dungeon once you’ve progressed all the way through, but what about leaving a dungeon?
Leaving a dungeon in Persona 5 is very easy. You simply must pull up your map, scroll to the entrance of the dungeon and then fast travel there. While you can pull up your map at any time while in a dungeon in Persona 5, you have to be in a safe room to fast travel. So make sure you are in one when using the map for the ability to fast travel.
That’s the easiest way to do it, but you could also simply retrace your steps to the entrance of the dungeon. Once you’re at the entrance you can simply walk out of the dungeon.