The answer to your question is a bit tricky. There wasn't actually a way out *while* the secret door was closed. Bilbo relied on the secret door to keep unwanted guests out, and it was meant to be locked from the inside.
However, there were a few options for escaping the hobbit-hole:
* The front door: This was the usual way in and out, and it was likely the most obvious option.
* The back door: While not explicitly mentioned in the book, Bilbo's house probably had a back door.
* The secret passage: In *The Hobbit*, Bilbo discovers a secret passage leading to a tunnel, and this could be a way out in an emergency.
It's important to note that the "only way out" would depend on the specific situation and the needs of the character. Let me know if you'd like to explore any of these options further!