The unannounced arrival at about 3 a.m. Friday in Caracas came amid reports the recently elected president had suffered a health setback following his election campaign, Britain's Guardian newspaper reported.
"What time is it? 3 a.m.? This is the perfect hour to go party. Where's the party, then?" Chavez joked as he left an airplane.
Chavez had not appeared in public since Nov. 15.
He has undergone three surgeries and sought most of his treatment in Cuba since he was diagnosed with cancer 18 months ago.
Unlike his previous departures to Cuba, the most recent one was not televised and no return date was specified, the newspaper said.
Greeted by Vice President Nicolas Maduro and with his two daughters by his side at the airport, Chavez expressed happiness he had returned, but made no mention of his absence at Friday's Mercosur summit in Brasilia, Brazil -- Venezuela's first attendance as a full member of the regional trade bloc.
Notable deaths of 2014 [PHOTOS]