Mr Chavez says his treatment has been going well and is aimed at preventing the reappearance of cancer cells.
His illness has caused political uncertainty in Venezuela.
It has cast doubt on whether he will be able to stand for re-election next year.
The president walked into the Dr Carlos Arvelo Military Hospital on Sunday accompanied by aides and his daughter, Rosa.
He thanked his supporters for their prayers and messages of goodwill.
"From here, I join all these prayers and masses for the health of all of us. God bless you!" Mr Chavez tweeted.
Speaking on national television on Saturday night, Mr Chavez said he and his team of Cuban and Venezuelan doctors had decided he could undergo his latest round of chemotherapy in Venezuela.
"I'm determined to continue living," Mr Chavez, 57, said later at the hospital.
"It's not time to die. What we have to do still is a great deal."
The left-wing leader underwent surgery in Cuba in June to remove a tumour from his pelvic region. However, he has not disclosed the exact nature of the cancer.