Davidson posted a photo to Instagram on Sunday night that showed her with no hair, looking straight at the camera.
"We're in the thick of it," she wrote.
"Just popping in briefly to thank everyone for the overwhelming and beautiful aroha that you all keep sending through to my whānau and I. It means EVERYTHING.
"I send my love back to everyone with my full gratitude and appreciation."
Davidson revealed in June that she had been diagnosed with breast cancer following a routine mammogram.
She would undergo a partial mastectomy, followed by further treatment, and be off work for several months, she said at the time.
She urged other wāhine to get their mammograms, saying early detection could save lives.
In her last Instagram post, in July, Davidson said she was "trying my darndest to turn my focus completely to my whānau and whakapapa now. Which means treatment, healing and recovery".
She would be taking a "proper break" from all social media platforms and work emails, she said.
"Friends have loaded me up with reading and listening and art and I have a full bag of clothes mending to get onto."
Davidson's fellow Green co-leader Chlöe Swarbrick and party's other MPs have been covering her responsibilities while she undergoes treatment.
