Stamkos, whom the newspaper said "was in full gear for the first time," said it was another step in his recovery from a broken right tibia sustained Nov. 11 against the Boston Bruins.
Stamkos said Wednesday he intends to play for Canada at the 2014 Sochi Olympics next month.
"I'm a pretty driven guy," he said. "I set goals for myself and I do anything possible to attain them. If I can't attain them, at least I can look myself in the mirror and say I did everything in my power to try to attain that.
"That's something that is a goal of mine. I want to come back and play hockey for the Tampa Bay Lightning before I go to the Olympics, if that's the case, and it's nice to have that goal, something to motivate and push you on some tougher days."
Stamkos had surgery seven weeks ago to place a titanium rod in his leg to stabilize the bone, the Times said. Recovery time was said to be 3-6 months; the early end of that prognosis puts him at Feb. 11; Canada starts Olympic play two days later.
"I am still a ways away, but you can see the light at the end of the tunnel," Stamkos said, "and you want to make sure you stay focused and are not going too hard, especially at the 7-to-8 week mark, when there is a lot of healing being done."
Stamkos had 14 goals and nine assists in 17 games.