'world', denotes the 3 spheres of existence comprising the whole universe, i.e.
The sensuous world comprises
In the fine-material world (s. deva II) still exist the faculties of seeing and hearing, which, together with the other sense faculties, are temporarily suspended in the 4 absorptions. In the immaterial world (s. deva III) there is no corporeality whatsoever, only the four mental groups (s. khandha) exist there.
Though the term loka is not applied in the Suttas to those 3 worlds, but only the term bhava, 'existence' (e.g. M. 43), there is no doubt that the teaching about the 3 worlds belongs to the earliest, i.e. sutta-period, of the Buddhist scriptures, as many relevant passages show.