"Thank u all for the help and light," she wrote.
Cindi Berger, a spokeswoman for Rosie O'Donnell, said earlier that Chelsea ran away from home and was last seen by her family on August 11.
The comedian sent thanks to the South Nyack, New York, and Barnegat Light, New Jersey, police departments after Chelsea was found.
The 17-year-old left home with her 6-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.
"Chelsea, like millions of people, lives with mental illness," Berger said while the teenager was still missing.
O'Donnell also shared the information from her social media accounts with pictures of her daughter with her dog.
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.
After getting a request around 6 p.m. Tuesday from the Rockland County Sheriff's Department, a Barnegat police officer began checking on single-family houses in the small Hudson River town about 75 miles north of New York, Barnegat Police Lt. Keith German said.
At the third house he checked, the police officer found a 25-year-old man who he recognized and believed was being evasive, according to Germain. That man -- who has previously been charged with various offenses including heroin possession with intent to distribute and endangering the welfare of a child -- eventually admitted that Chelsea O'Donnell was inside the house.
The police officer then safely recovered Chelsea, who said she was OK and had gone to the house voluntarily, the Barnegat police lieutenant told CNN.
Germain said that, as of Thursday, there was nothing to support criminal charges in the case.