Chavez, 57, said he would fly to Cuba Saturday night, CNN reported.
He said he would meet with his cabinet before leaving Venezuela.
Doctors have operated on Chavez twice to remove cancerous tumors, he has said.
Chavez had been in Cuba since March 31 and received a second round of radiation treatment in the Caribbean nation.
He has not said what type of cancer he has.
Chavez returned to Venezuela early Thursday and said at the airport in his native state of Barinas in western Venezuela that his treatment had gone well.
"So far, there has been no adverse reaction to the treatment; the body has assimilated it well," Chavez said.
At a Holy Thursday Mass in Barinas, Chavez prayed: "Give me your crown, Christ, give it to me. Let me bleed. Give me your cross, 100 crosses, so I can carry them. But give me life, because I still have things to do for the people and this country. Do not take me yet. Give me your cross, give me your thorns, give me your blood. I am prepared to carry it. But with life, Christ. Amen."