Hill posted the thank-you note on her Tumblr blog on Thursday, The (Newark, N.J.) Star-Ledger reported.
In the note, Hill thanked those who wrote letters on her behalf to the federal judge before she was sentenced to three months in jail on Monday for failing to pay about $2.3 million in taxes over the span of five years. Among those named in the note are fellow musicians Stevie Wonder and Alicia Keys.
She also thanked everyone else who showed her support.
"I also want to thank all of my family, friends, business associates, and fans who have called, emailed, sent texts, and posted messages of concern, encouragement, and support," Hill said on her Tumblr page. "I appreciate the well wishes, and I thank you for your prayers."