Mathew James, 30, from Trehafod, near Pontypridd, used his body as a human shield while protecting his fiancee Saera Wilson, 26, when a gunman began firing on a Sousse beach on Friday.
His family has confirmed he has returned home and is in a "stable" condition in hospital in Cardiff.
Ms Wilson posted an image of him giving a thumbs-up from his hospital bed.
In a message posted beside the picture on a Facebook fundraising page, she wrote: "Just to say a massive thank you for everyone's support and messages, and donations made to us.
"I am reading the messages and statuses out to Mat as they are coming in and he is overwhelmed by the response.
"Soon as he is able he will reply to people but is still recovering at the moment and I am typing for him. Much love to you all."
Mr James was brought home to Cardiff airport on Saturday night by a specialist air ambulance team. He is being treated at the University Hospital of Wales in Cardiff.
Tunisian student Seifeddine Rezgui, 23, who has reported links with Islamic State (IS), opened fire on tourists at noon on Friday.
It has been reported Mr James was the first to be shot on the beach.
His mother Kathryn James said it was a "relief" to have her son home.
"I'm so proud of him - he put others before himself," she added. "I thought I'd never see him again but other people are worse off. Thank God someone was looking over him.
"I feel guilty that others have lost loved ones. It's a total mixture of emotions."
In a statement released through South Wales Police, Mr James's family said: "Mathew is currently in a stable and comfortable condition - and he and his fiancee Saera are doing well, and are happy to be back in the UK.
"They wish to thank all of the medical teams in both Tunisia and the UK for all of their professional assistance, care and support."
At least 15 Britons are believed to be among the 38 killed in the attack, with First Minister Carwyn Jones warning some may be Welsh.
The fiancee of a Welsh holidaymaker shot during the Tunisia terror attack has thanked well-wishers online.