In three messages posted on Twitter, Hugo Chavez, 58, thanked Cuban President and ex-leader Raul and Fidel Castro.
Hugo Chavez also thanked Venezuelans for their support and said he would continue treatment in his home country.
He has been president for 14 years and was re-elected for another six-year term in October 2012, but his swearing-in was delayed because of his illness.
Hugo Chavez went to Havana for surgery on December 11, his fourth operation in an 18-month period for cancer first diagnosed in mid-2011.
Last week the first images of him since the operation were broadcast by Venezuela’s government.
Hugo Chavez was pictured smiling as he lay in bed reading a newspaper, with his two daughters by his side.
He announced his return to Venezuela to his 3.9 million Twitter followers in a series of tweets that were bombastic in tone but short on detail.
“We have arrived back in the land of Venezuela. Thank you Lord!! Thanks to my beloved people! We will continue our treatment here.”
There was no information about when or why he returned, and no details about whether he would actively take up the duties of office.
Instead Hugo Chavez thanked Cuba’s leaders and people and said he had confidence in his doctors.
“Onwards to victory!! We will live and we will overcome!!!” Hugo Chavez wrote in his final tweet.
The extent of Hugo Chavez’s illness is shrouded in mystery, but it is understood to be serious.
During his treatment the Venezuelan leader is reported to have had tumors removed from his pelvic region.
Hugo Chavez has also undergone prior rounds of chemotherapy and radiation treatment.
Though there have been few details about the president’s exact treatment, Vice-President Nicolas Maduro described it as “extremely complex and tough”.
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