The Swiss great opened Group Boris Becker with a 6-4 7-6 (7-4) over American Sock in London on Sunday.
Federer, whose win was his 50th of the season, said he was pleased with his form, having last played competitively in his Swiss Indoors Basel final win over Juan Martin del Potro in late October.
"I'm happy that I was able to come out today and had actually good energy," he said, via the ATP World Tour.
"This is the best I've felt since the Del Potro final. I'm very happy to see that I didn't have to pay the price for taking it easy and resting and recovering.
"But then turning it up the last few days got me in shape for today. Now I think I'm in the tournament. There's no more turning back. Just full steam ahead every match that comes."
Roger Federer is back with a at the #NittoATPFinals!
— ATP World Tour (@ATPWorldTour) November 12, 2017
Federer's win saw him improve to a 50-4 win-loss record in what has been a spectacular year that has included two grand slam titles.
The 36-year-old said he expected everyone to improve as the Finals went on, with his next match against Alexander Zverev on Tuesday.
"I think we're all going to start playing better every round that goes by," Federer said.
"It's just still early days in the tournament. Can't expect to play your best against the best players in the world in that first match."
Photo by: Getty Images. Caption: Swiss great Roger Federer