The thrash metal group's frontman found out he has the disease in June, however, he was on good form as he joined his bandmates for their first live appearance in 15 months opening for Five Finger Death Punch at the Hartwell Arena in Helsinki, Finland.
The band's bassist, David Ellefson, took to Facebook to thank their fans for their ''prayers'', which he said ''surely worked'', and admitted they felt ''overwhelming gratitude'' to be reunited on stage with the 58-year-old singer.
Alongside a picture from the gig - which saw them storm through 12 tracks - he wrote: ''This is a photo from tonight's tour kick off show in Helsinki, one filled with overwhelming gratitude from the four of us for the return of Dave's health, and the privilege for us to perform for you again.
''The reality and weight of what hung in the balance during Dave's cancer treatments these last months really shone through during the Q&A at the pre-show VIP meet n greet and in each song we performed on that stage.
''Life is a gift & our health is precious.
''Thank you for all the prayers and support to Dave and the @megadeth camp these past months....they surely worked!
''We are blessed to celebrate this new decade on a sold out tour across Europe! Hope to see you there. Godspeed.... #5fdp #megadeth #badwolves (Photo by @rockaroundtblog) (sic)''
The 'Symphony of Destruction' hitmakers have another 13 dates left on the European run, which concludes on February 20 at the Budapest Sportarena.
Dave previously revealed he's still receiving on-going treatment, which he was told has a ''90 per cent success rate'', and admitted he's feeling ''positive''.
He said in September: ''I wanted to take a moment to give you all an update on the current status of my health.
''I'm almost through the last round of treatment and my doctors are feeling very positive regarding my progress.
''I want to thank all of you for the support and well wishes these last few months.
''I can't express enough gratitude as it has made this hard road easier knowing you are in my corner fighting with me!
''Over the next few weeks, my condition will be evaluated, and I will keep you posted on my progress.''
Meanwhile, the 'Sweating Bullets' band are still ploughing ahead with work on their first new record since 2016's 'Dystopia', due for release later this year.
In the original statement about his diagnosis, Dave said: ''Meanwhile, Kiko, David, Dirk and I are in the studio, working on the follow up to Dystopia - which I can't wait for everyone to hear.
''I'm so thankful for my whole team - family, doctors, band members, trainers, and more.
''I'll keep everyone posted.⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀
''See you soon
''Dave Mustaine (sic)''
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