The defender collapsed on the pitch during the Premier League trip to Bournemouth earlier in the month.
Lockyer has since been discharged from hospital, where he had an ICD [Implantable Cardioverter Defibrillator] fitted to prevent a repeat of what happened.
Luton confirmed that he will commence a period of rehabilitation as he recovers at home with his family.
Lockyer has now publicly spoken for the first time since the incident and paid tribute to those who helped him during the worrying scenes.
"I would just like to say that I am doing very well and feeling very much myself after the cardiac arrest I suffered in Bournemouth," he said on Instagram.
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"The reason I'm doing so well is all down to the heroic actions of the players, staff, doctors and paramedics. I feel thankful that this happened to me surrounded by these heroes. They saved my life. I will never forget what you did for me.
"While I'm sad not to be involved, I feel full of pride watching the boys carry on the battle without me. The fighting spirit I've seen in the last three games has given me a much needed lift.
"I will be doing whatever I can in whichever ways are possible to help the Gaffer and the Club. In what capacity that is remains to be decided as I'm due to meet with specialists in the new year.
"I cannot stress enough how important it is for as many people as possible to know CPR. It literally saves lives, like mine. Please check out the British Heart Foundation website for basics or get yourself on a course. You just never know when you might need it.
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"I have been overwhelmed by the support that I have received and thank you all for your messages, letters, gifts and well wishes. Seeing the banners at the ground and hearing my name being sung really did mean a lot to me and my family.
"Finally I would like to thank Bournemouth, Gary Sweet, Rob Edwards and Luton Town for the support they've given my family during this time. I hope that everyone has a very Happy New Year and best wishes for 2024. Locks."
Andros Townsend paid an emotional tribute to Lockyer in their 1-0 win against Newcastle as he held up a shirt with his name after scoring.
Hatters boss Rob Edwards also told talkSPORT about how proud he was of everyone who helped the club captain, with their match against Bournemouth set to be replayed in full.