In June, Caulker told the Guardian he had not gambled since December, nor drunk alcohol since March.
The 25-year-old last played for the R's last October, but Holloway confirmed he is part of his first-team plans.
"Where he now is in his life, to have him back is a special privilege for me," Holloway told BBC Radio London.
"What that must have taken for Steven to admit that as openly as he did is a huge step forward and I'm really proud of him for it.
"He won't get any sympathy anywhere we go away from home and that's football, so I've got to be there to help him deal with all of those things.
"But deep down when he's on the football pitch I don't think the boy's got an issue."
QPR manager Ian Holloway says he is "proud" of Steven Caulker for talking about his struggles with depression, alcohol and gambling addiction.