Rivera, baseball's career saves leader, arrived at Steinbrenner Field on Wednesday. He retired as a player following the 2013 season.
''I've decided to comeback,'' the 45-year-old joked.
Rivera wore a batting practice uniform with his old No. 42 on it and white pinstripe pants as he worked with pitchers.
Yankees manager Joe Girardi joked with Rivera that when Andy Pettitte retired after the 2010 season and came back as an instructor for spring training in 2012, he soon decided to pitch again.
''I said the last time a guy like you came to spring training, made two days of coaches' meetings, went home for three days and decided he wanted to pitch again,'' Girardi said. ''I'm just curious how long you're going to make it in our meetings.''
Rivera is expected to be in camp for about 10 days,
''He has free reign to help out as much as he can,'' Girardi said. ''And I think the advice he'll give young players should be something they'll listen to.''