Jackson sang “They Don’t Care About Us” a song from his “HIStory” album and went through an energetic dance routine along with eight male dancers.
Wearing a grey jacket, black trousers, and a red and white shirt half untucked, he looked to be enjoying the rehearsal which was held at the Staples Center in Los Angeles.
A public memorial service for him is expected to be held for him at the same venue next Tuesday.
Jackson was reheasring for his 50-date appearance at the O2 Arena in London.
AEG Live, promoter of those shows, released the short video of Jackson rehearsing.
It said there are more than 100 hours of documentary footage of Jackson preparing for his comeback performances. It said the video material could be turned into a film for cinema release.
In the video Jackson performed moves including shuffles and knee bends and at one point dances with a guitarist.
His voice sounds strong and the dance run-through indicates that preparations for the show were well advanced. The footage was reported to have been shot on June 23.