Billy was found dead at his home in Putney, London, at the age of 40 after a suspected suicide.
In her first show since his death, the 46-year-old DJ opened by thanking those close to her and her fans for their incredible support over the past month.
"It's been a pretty tough time having lost my dear boyfriend Billy," she told BBC Radio 2 listeners. "Billy truly was special. He loved to laugh and loved to dance so, Billy, this one is for you," she continued before queuing Frank Wilson's song Do I Love You (Indeed I Do).
Zoe paid a touching tribute to her boyfriend BIlly Yates who died last month
Her top also sported a tribute to the late cameraman Stars we lost in 2017 Thu, June 1, 2017
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Admitting that she could be "a little wobbly" after her four weeks away from the airwaves, Zoe insisted that she was glad to be back at work.
The Strictly Come Dancing: It Takes Two host was spotted arriving at the studios wearing T-shirt in memory of Billy, whom she had been dating since her split from Norman Cook, known as Fatboy Slim, last year.
Her top featured a loving tribute to the late cameraman that read: "Billy Yates, King of Hearts. Est. 1976."
Billy was found dead at his home in early May
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Zoe has previously thanked fans for their support on social media
Zoe's fans flooded to social media to welcome the star back with an outpouring of support, with one tweeting: "Gosh, my heart goes out to you and BIlly's family. You are one heck of a lady. Beautiful opening to your @BBBCRadio2 show."
"What a beautiful tribute @ZoeTheBall. Very brave lady," another said, while a third added: "A brave start to your show – made my mascara run! Welcome back."
The Zoe Ball Show continues next Saturday at 3pm on BBC Radio 2.