Lamar Odom Walks into Kanye West's Fashion Show: 'No One Deserves It More,' Source Says of Miraculous Recovery

Lamar Odom is back!

On Thursday, the former NBA star made his first public appearance since his nearly fatal overdose in October to attend Kanye West's Yeezy Season 3 fashion show at Madison Square Garden in New York City.

Wearing a green military jacket, Odom walked behind West after the rest of the family filed in. He sat down next to estranged wife Khloé Kardashian.

Caitlyn Jenner, who was also in attendance, tweeted a picture of her and West backstage.

Odom, 36, flew from Los Angeles to N.Y.C. via private plane with Kardashian on Wednesday evening.

"Khloé and Lamar made the decision together to fly to N.Y.C. It's a fun trip for Lamar. They both seemed excited. Khloé will make sure that he is taken care of," a source tells PEOPLE. "For Lamar, it's very important that he keeps regaining his old life. This will motivate him so he is able to keep focusing and work hard. Think of it as a reward. Flying on private jets across the country was his life before. Khlo é is nothing but protective of Lamar. She would never jeopardize his health. It's very exciting that Lamar is getting back into his old world. No one deserves it more."

Odom, who was hospitalized Oct. 13 after being found unconscious in a Nevada brothel, has been making major headway in his recovery.

He was released from L.A.'s Cedars-Sinai Medical Center in January.

"Lamar's recovery is remarkable. Even with all the sophisticated medical technology, it has been impossible to predict his outcome," a second source tells PEOPLE. "Lamar was in very, very bad shape. Both physically and cognitively. There is only that much help that someone can receive. In Lamar's case, it's very much his own physical strength and all of his hard work in therapy that has paid off. He also has the mind set of a professional athlete. He never once gave up."

Another source recently told PEOPLE he receives therapy both at home and at a facility – and has moved into a leased house in the same gated community as Khloé.

"Khloé continues to look after him," the source said. "Khloé visits him at his house and Lamar hangs out at hers."

A Kardashian insider added that Odom has "made so much progress since the overdose."

"He can move around alone, and he can communicate much better. In the beginning, he couldn't talk at all," the insider told PEOPLE. "He knows how much Khloé has been there for him, and he is so grateful. The therapy can be incredibly frustrating and he has hard moments, but Lamar is a former athlete. He's strong. And he really wants to get better."