"Thank u all for the help and light," she wrote.
The 53-year-old comedian also sent thanks to the South Nyack, New York, and Barnegat Light, New Jersey, police departments after Chelsea was found.
Cindi Berger, a spokeswoman for Rosie O'Donnell, said earlier Chelsea ran away from home and was last seen by her family on August 11.
The 17-year-old left home with her six-month-old therapy dog, a black terrier named Bear, O'Donnell said in a statement on her website.
Chelsea had stopped taking medication for an undisclosed mental illness and "is in need of medical attention," the statement said.
The family contacted South Nyack Police in upstate New York on Sunday to report that Chelsea had not returned home, Sgt. Daniel Wilson said.
The family told police they had not seen her since August 11, but they had been in contact with her, Wilson said. Berger, however, denied that the family had been in contact with Chelsea since they'd seen her.
Wilson said Chelsea used an unknown cell phone to contact her family between August 11 and Sunday. The teenager did not have her own phone or computer with her, he said.
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