The Wales international was admitted to hospital on December 16th after he collapsed on the field during the 65th minute of the subsequently abandoned match.
He was discharged on December 21st after an ICD (Implantable Cardioverter Defibrillator) device was fitted to prevent another cardiac arrest.
"I would just like to say that I am doing very well and feeling very much myself," the defender wrote on Instagram.
"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."
Lockyer's post included a picture with the names of the doctors and officials who helped treat him.
"I cannot stress enough how important it is for as many people as possible to know CPR. It literally saves lives, like mine," Lockyer added.
Luton returned to action on December 23rd with a 1-0 home win over Newcastle United as fans paid tribute to Lockyer in the stadium.
"Seeing the banners at the ground and hearing my name being sung really did mean a lot to me and my family," Lockyer said.
"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."
He will continue his rehabilitation at home, Luton said in a statement on December 21st.
"We're so proud to have Locks as our captain and his leadership will continue from the sidelines where his courage will inspire his team mates, colleagues, and supporters," the club added.