Vonn had a training mishap in Copper Mountain nine days ago and partially tore a reconstructed ligament in her right knee. At the time on Facebook, she called it a "temporary setback" and that "nothing will keep me from picking myself back up and continuing to fight for my dreams."
The Sochi Olympics are in February.
Vonn hasn't raced since tearing ligaments in her right knee during a high-speed accident at the world championships in February. She was well ahead of schedule for a World Cup return with her first competition scheduled to be this weekend in Beaver Creek before her crash at the U.S. speed center in Copper.
Just the news that Vonn was back on skis was greeted as a good sign for teammate Leanne Smith.
"I'm psyched for her," Smith said. "I just want her to feel comfortable and ready to get back on it. ... I know she's working (hard) and that's all that matters. I hope the progression is easy for her and that her confidence is right back again."
In an interview with NBC's "Today" show on Wednesday, Vonn said that her recent crash was caused when she caught an edge, flipped over her skis and "went head-first into the fence." She said the knee wasn't the reason for the spill and that her protective brace saved her from possibly more damage.
"Unfortunately, it was really bad timing for me," Vonn said. "I'm still confident. I still feel like I have a lot left to achieve this season. ... I still have time before Sochi."
In her Facebook post Thursday, Vonn didn't indicate how aggressively she skied or how long she was on the hill. She did thank Vail for opening the lifts early and wished everyone a happy Thanksgiving.
"I'm very thankful for many things this year (family, loved ones, great fans) but at this moment I'm happy to be on the mountain doing what I love skiing!!" she posted.
Vonn needs just three more wins to match Austrian great Annemarie Moser-Proell's record of 62 World Cup race victories.