"My beauty boys @henryhallmusic @charlie_hall made this for me today, my last day of chemotherapy. Pretty swell, right? Ain't they sweet?" the actress said Thursday alongside the video.
The clip features Henry, 25, and Charlie, 20 whom Louis-Dreyfus shares with husband Brad Hall, dancing and lip-syncing the lyrics to "Beat It."
The video also contains a message that reads, "Mom's last chemo day!! BEAT IT!! Love, Henry and Charlie."
Louis-Dreyfus, 56, was diagnosed with breast cancer in September, just after she won the Emmy for Outstanding Lead Actress in a Comedy Series for her role in HBO's Veep.
"1 in 8 women get breast cancer. Today, I'm the one," she said at the time. "The good news is that I have the most glorious group of supportive and caring friends, and fantastic insurance through my union. The bad news is that not all women are so lucky, so let's fight all cancers and make universal health care a reality."
Production on Veep's seventh and last season has been delayed for Louis-Dreyfus to continue receiving treatment.