The Bluebirds announced in January that the Ivory Coast international was being treated for cancer.
The 36-year-old was diagnosed with Non-Hodgkin lymphoma and has been undergoing chemotherapy.
Bamba has been allowed to take part in “light, socially-distant training” ahead of the final session of his chemotherapy course.
“There’s still a long way to go, but it’s a very important step for me and one that I’m so happy to take,” Bamba said.
“The last couple of months have been very difficult for me and the family so to be ahead of schedule and out there with the lads enjoying myself has been unbelievable.”
“I’m fortunate as I’ve got a lot of support from the footballing world, from my club, teammates and everyone I know in football around the world.”