The former Chelsea striker agreed a return to Vicente Calderon on Monday, just two days after completing a permanent switch to Milan.
Alessio Cerci is expected to head in the opposite direction imminently, but Torres joined his new team-mates for training on Wedesday.
The Spain international was not due to officially start work with the Spanish champions until January 5.
After beginning his professional career at Atleti, Torres scored 91 goals in 244 matches and was Atletico captain before joining Liverpool in 2008.
The 30-year-old continued to impress during his time at Anfield and found the net on 24 occasions in 33 Premier League outings during his first season.
However, Torres' career faltered following a then-British record £50 million move to Chelsea in 2011.
A measly 20 goals from 110 league appearances saw Torres draw criticism in some quarters, although he did pick up winners' medals in the FA Cup, UEFA Champions League and UEFA Europa League during his time with the club.
The frontman was shipped out to Milan on a two-year loan deal at the beginning of the current season, but after one goal in 10 league appearances, the Serie A giants saw fit to sign the player and swiftly offload him to his former club.
