The German midfielder underwent an ankle operation at the end of last season and only rejoined his team-mates for training this week.
"Six months is a long time and it was my first injury when I have been out for such a long time," Ballack told Chelsea TV.
"It's a great feeling after so many months being in the gym and training on my own to be training with the team.
"I am happy to be back. I will go step-by-step now and I will see if I will improve."
Chelsea manager Avram Grant is expecting to have Ballack available for selection in around a month's time.
Grant said: "Ballack has trained with us this week in two training sessions.
"His progress is very good and I think he will be available if nothing else happens in four to five weeks. That is not long for a player that didn't train for six months."