The 53-year-old broadcaster revealed his diagnosis in early November and has since had chemotherapy and radiotherapy.
After the show, Baker used his Twitter account to joke about the effects of the adrenalin rush he got from his return to air.
He wrote: "Adrenalin from radio deceptive. Ignoring Dr's orders I try a little wine. Oh! Now I'm seeing square out of one eye and round out the other.
"Once I can eat again (a year?) I intend to get as full and fat as a bull's bum. "Beer & Beef gives A Man Shape" - George III. Yes! YES!! (sic)"
Baker opened his show with 'Get Back' by The Beatles. He also joked on air that he was feeling "really horrible" when a colleague asked how he was.
The broadcaster's Radio 5 Live show is currently being covered by Absolute Radio's breakfast show host Christian O'Connell.
Baker is nominated for two Sony Radio Academy Awards in the categories of 'Speech Radio Personality of the Year' and 'Best Interview'. The awards ceremony takes place on May 9 in London.