Step 1: Exporting Data from WordPress.com
Sign in to your WordPress.com account and go to your blog’s dashboard. Click on Export under Tools menu.
Clicking on the Export tool will take you to a new page where you will be asked to choose between Free or Guided Transfer. Choose the Free option by clicking on Export. On the next screen you will be asked which data you want to export. Select “All Content” and press the Download Export File button. An XML file will be downloaded in your computer which will contain all of your posts, pages, images, comments, custom fields, categories, tags, and navigation menus.
Step 2: Setting up WordPress
The next step is to set up a fresh WordPress install on your web hosting. Once you have installed WordPress, it is time to import your content into your new self-hosted WordPress website.
Step 3: Importing Content into Self Hosted WordPress Site
To import your old content from WordPress.com to your new site, you need to click on Tools > Import option in your self-hosted WordPress.org dashboard. Next click on WordPress and you will be asked to install the WordPress Importer plugin. Once you install it, activate and run the importer plugin. It will take you to a screen where will be asked to upload your WordPress.com XML file.
Step 4: Setting your WordPress.com blog to private
The final step would be to set your WordPress.com blog to private. Go to the Reading page under Settings tab, from your WordPress.com Dashboard and select the last option, “I would like my blog to private, visible only to users I choose”.
If you want a video tutorial of the steps enumerated above you can watch the video tutorial or check at Move Your Blog from WordPress.com to WordPress.org for further instructions.