We got the actress leaving the Hollywood Improv Tuesday night, where she took in a Joe Rogan show. Judging by Heather's reaction, Rogan must have killed it. She's a fan.

Heather tells us she feels fabulous and is doing well ... and even hints a showbiz comeback of sorts could be in the works. She also says she'll be spending the holidays hanging with her fam.

This is the second time we've seen Heather on an upswing -- in October she was celebrating her daughter Ava's 22nd birthday and looked happy then, too. Great to see after what's been a rocky last year.

We broke the story ... Locklear was ordered to a mental health facility in August by a judge in her police battery case. She spent 30 days there in order to avoid jail after pleading no contest to 8 misdemeanors, including 6 involving battery on a police officer or EMT.

She was hospitalized for a psych evaluation right before her June arrest and was also placed on a psychiatric hold in November 2018.