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Khloe Kardashian, Lamar Odom

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Lamar Odom is making his first public appearance after being found unconscious at a Las Vegas brothel in October 2015 in order to attend Kanye Wests Yeezy Season 3 show.

E! News learned the former NBA player boarded a private jet with Khloe Kardashian—to whom he is still married—on a red-eye flight to New York City Wednesday night, where he is attending the show at Madison Square Garden.

A source tells us exclusively, "Lamar is very nervous to be making his first public appearance. He spoke to Kim [Kardashian] and Kanye about their thoughts about him attending the Kanye show before, but it was Khloe's ultimate decision."

Kim Kardashian, Kanye West, Lamar Odom

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The insider adds, "Kanye personally invited him, but he wouldn't make this huge appearance without the support and green light from Khloe...[She] is making all the calls on what Lamar is doing and who he speaks to this trip and won't be leaving his side."

In fact, the source says they've gotten so close, people near the former couple believe they are going to get back together.

Their physical interaction does seem to prove this. Upon leaving for the show, another source tells us Lamar was spotted walking to his car on his own with a huge smile on his face, followed closely by Khloe who was doting on him.

Not to mention, "[Her] whole family is here supporting him today," the first insider added. He joined the entire Kardashian-Jenner clan for outing, including: Kim, Kourtney Kardashian, Kris Jenner, Caitlyn Jenner, Kendall Jenner, Kylie Jenner and Tyga.

"Doctors all made sure he was OK to fly," the source also notes. "He has been taking it easy since he arrived to New York."

Khloe Kardashian, Lamar Odom

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The nerves are totally understandable as the appearance is a big deal for the former Lakers player. This will mark his first time out in public since falling into a coma and being hospitalized on Oct. 13, 2015 after a drug overdose at Dennis Hof's Love Ranch South in Nevada.

He woke up out of his coma three days later, but has since been working on his recovery, relearning how to walk and talk on his own.  After making some steady strides, he was transferred to a Los Angeles hospital from where he was released in early January to a private rehabilitation facility closer to Khloe's Calabasas home.

Lamar has been improving greatly over the last month. In fact, Khloe joined The Ellen DeGeneres Show recently  and confirmed the basketball star is "really good."

"His long-term memory is great," she shared. "His short-term memory isn't so good, but if I met someone earlier today, I probably wouldn't remember either, so that's understandable. But he's great."

She continued, "He's hung out with Kourt's and [Kim]'s kids. He loves family time. So, he's been doing really good. I think it makes him feel good to be around everyone, too, and to just be in a happy environment over obviously where he was."

Lamar Odom

E!

He'll often take some morning walks with members of the family! On Super Bowl Sunday, for example, he joined Kim and Khloe for a little hike.  Kim shared an Instagram from the outing in which you can see just the side of Lamar's body and wrote: "Super Soul Sunday time before Super Bowl Sunday time with Khloe & Lamar."

As for the bond between Khloe and Lamar, one source assures us that it remains stronger than ever. In fact, no matter how busy their schedules get, they both try to spend some time together in the evenings.

"They are just so close right now," our source shared. "If he is not in therapy, he is often with her."

For now, the main focus is Lamar's full recovery as the source also notes that despite the fact that his "speech has improved dramatically," he still "has a ways to go."