The 29-year-old made his first visit to the Hatters' Brache HQ since suffering a cardiac arrest during the Premier League match at Bournemouth in December.
"It was amazing to see him back," manager Rob Edwards told the club website.
"We had a really good morning seeing him around the place. We handed out the debut Premier League balls with (former managers) John Still and Mick Harford.
"It was a nice presentation; it was a special moment and great to see. I managed to hold it together but it was emotional. It's been a really difficult time for his family first and foremost, but for us it was great to see him.
"He's an unbelievably brave man and someone who has an unbelievable handle over all of it. I wouldn't be how he is.
"He's such an impressive and focused person. There's a rehabilitation process but he's taking it slowly, he's got a baby on the way and that's his main focus."
Wales defender Lockyer collapsed on the pitch at the Vitality Stadium and was tended to by medics. The match was subsequently abandoned.
He later praised the "heroic" actions of the players, staff and medics who helped save his life.
Lockyer relished being back among his team-mates, and was first greeted by great friend Carlton Morris, but confessed he is missing the everyday buzz of being a professional footballer.
"I've really enjoyed coming in and seeing all the lads. I haven't seen them since what happened, so it's really nice to see them all and be back in the building," Lockyer told the club website.
"It makes you miss it. Being away, you almost get a bit disconnected from the football world because it is unique and different than anything else you do.
"Being so active for all my life, not just football but everything else in general, to then be told you can't really do anything has been quite difficult. I've been trying to find things to do in the days.
"I've got a couple of Harry Potter jigsaws but I think the Lego is my favourite. Just anything to try to keep me busy. I'm a bit of a handyman, if you need a wonky shelf or a wonky picture frame (fixing), I'm your man."