"Today is the first time I am able to speak publicly," he said from the Darwin private hospital in northern Australia where he was taken after the attempt on his life in East Timor's capital, Dili.
"Although I am refraining from making a political speech, this being Easter week, I wish to use this opportunity to thank all who prayed for me, who looked after me," he said.
"Here in Darwin I have been very well looked after by everyone … even the humble cleaners, the nurses, the doctors. To them I thank," he said.
'Sympathy and support'
He also thanked the Australians and their leaders as well as "world leaders [and] common people who all this time have shown their sympathy, their support and their prayers".
Rebels ambushed Ramos-Horta during an early morning walk on February 11, and also attacked Xanana Gusmao, the prime minister.
Ramos-Horta was shot several times in the attack in which rebel leader Alfredo Reinado was killed, while Gusmao escaped unharmed in the separate attack.
Arrest warrants were issued against 17 people suspected of involvement in the attacks, including Gastao Salsinha, who took command of the rebels after Reinado's death.
Gusmao said on Monday that he hoped the remaining rebels, including Salsinha, would be rounded up this week.
He urged Salsinha to surrender or face the consequences.
Ramos-Horta is expected to remain in hospital for another 10 days and doctors say he is very likely to make a full recovery.