The session, shown on Federer's Twitter and Periscope accounts, has been watched by nearly 500,000 people.
The 17-time grand slam champion has been off the men's circuit since he lost to Canada's Milos Raonic in the Wimbledon semifinals in July with a knee injury.
Driving himself to practice while being filmed by his coach, Ivan Ljubicic, Federer said he "couldn't wait to start" the 2017 season.
"So excited to be playing again, I have no pain now," Federer said.
The former world No.1 player will play the mixed team Hopman Cup in Perth, Australia with fellow Swiss Belinda Bencic January 1-7 before heading to Melbourne for the Australian Open in the second half of the month.
It has been a tough and unusual year for Federer, who turned 35 in August.
Shortly after the Australian Open, he had the first surgery of his long career after he tore a meniscus in his left knee while bathing his children. A bad back then forced him out of the French Open in May, the first time since 1999 he'd missed any of the sport's four majors.
During his match at Wimbledon with Raonic, Federer slipped on the grass, landing on his surgically repaired left knee. Less than three weeks later, he announced he'd made "the difficult decision" to sit out the rest of the 2016 season to heal his knee.
"The first three months were extremely slow," Federer said from Dubai. "It was all about rehabbing the knee, giving it a sufficient break. I've now been in full tennis for about two or three weeks."
In the past two weeks, Federer has been training in Dubai with 15th-ranked Frenchman Lucas Pouille.
"It's been a lot of fun, going on court, going crazy," he said.
After his drive to the practice courts, Federer was filmed warming up for about 10 minutes as he used a skipping rope, a Swiss ball and juggled tennis balls with his physical trainer.
Federer appeared to be in good spirits, telling viewers: "It's 25 degrees, starting to feel it now. No, I'm joking."
Dressed in a white shirt combined with fluorescent pink shorts, sweatbands and headband, Federer then practiced for 30 minutes with the 22-year-old Pouille.
He trained the way he usually did before his six-month break: short burst of intensity lasting about 10 minutes followed by a quick break, chat with his team and a drink.
After some forehand drills, the pair played a few games with Federer talking viewers through his tactics on certain shots.
The pair finished off the session with volley drills at the net, with Federer doing 10 push ups after missing a shot.
Although Federer was last in the public eye at Wimbledon in July, he's still one of the sport's most popular figures.
Earlier this week, he picked up yet another award -- this time for his sense of style as he was named 2016's "Most Stylish Man" by British magazine GQ, collecting more than 60% of the vote.
"Bit more pressure now what to wear," Federer quipped in a live question-and-answer session after his practice in Dubai.