The 21-one-year-old was sent to a jail in Manila by a local court on Decemeber 4, a move that has strained relations with Washington.
Washington said last week that it was cancelling military exercises with the Philippines next year because of the issue.
Matthew Lussenhop, a US embassy spokesman, told GMA 7 television: "Lance-Corporal Smith is now in US military custody and he will remain so until the completion of the judicial proceedings."
He said it was too early to speculate on the prospects of holding military exercises next year, given Smith's transfer.
Under the terms of a visiting forces agreement, the marine should remain in US custody during the appeal.
Manila is reliant on US military aid and advice to help fight Muslim insurgents and has up to 300 advisers working with local troops to help them capture activists in the south.
The yearly exercises are the centrepiece of a close security alliance and usually involve up to 5,000 US soldiers and about 3,000 Filipino troops over a two-week period.
Smith, who took part in the exercises last year, was found guilty of raping a 23-year-old management accounting graduate in a van in a former US navy base while on shore leave.
Three other US marines were acquitted of rape this month.
Lawyer Evalyn Ursua, counsel of the rape victim, expressed surprise at the transfer.
Ursua told dzRH radio that the victim's legal team planned to file charges against those behind the transfer, and an impeachment suit against Gloria Macapagal Arroyo, the Philippine president, who she said was the only official who could authorise the transfer.
Ursa said: "This is tantamount to rape of the law and of the Philippine constitution.
"They spirited Smith in the dead of night, commando-style. The guard was not asleep, the guard helped in the escape, and this had the blessings of the president."
The rape victim also criticised the government for the transfer.
Using the name Nicole, she told local radio: "This government cannot protect its own citizens. At least the US government can protect its own criminals."
About 50 members of women's groups burnt a US flag in front of the American embassy in Manila on Saturday in protest.