The 24 year-old has not played since rupturing an anterior cruciate ligament in October and it was initially feared he could miss the rest of the domestic season and UEFA EURO 2020.
Sule suggested his recovery was ahead of schedule in December as he vowed to return to fitness in time to make Joachim Low's Germany squad for the tournament.
Tthe centre-back said he felt "fantastic" to be out on the pitch with a football at Bayern's Sabener Strasse training base, despite the inclement weather.
"After more than four months, it feels great to be back on the ball again. It's really fantastic," Sule said. "It could have snowed today or [Storm] Sabine could have returned, but I wouldn't have cared. I'm just happy to be training with the ball again and taking the next steps in my rehab.
"So far I haven't had any problems at all. I've made a lot of controlled movements with the ball, and next week we’ll gradually introduce directional changes with the ball as well."
There was a further boost for Bayern as Javi Martinez and Lucas Hernandez put in extra work despite having a scheduled day off.
Martinez returned to the squad for the 6-0 Bundesliga win at Hoffenheim last weekend, having been out since December with a thigh problem, while Hernandez has been struggling with a ligament complaint.
Bayern hope both defenders will be available for Sunday's game with Augsburg.
Kingsley Coman, who pulled a muscle in the 3-0 win at Chelsea in the first leg of the Champions League last 16, is also hoping to be available for this weekend's match after resuming running this week.
Bayern, three points clear at the top of the Bundesliga, will then head to Union Berlin on 14 March before the second leg at home to Chelsea four days later.
The Bavarian giant then hosts Eintracht Frankfurt before the latest international break.