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On Friday, a photo was posted on the pop singer's Web site, showing Madonna and her dancers rehearsing with a man dressed up like Michael.
Madonna has two dates scheduled at the O2 arena – on Saturday July 4, and Sunday July 5, according to the singer's Web site. The O2 arena is the same venue Michael was due to kick off his comeback shows beginning on July 13.
Madonna and Michael famously attended the Academy Awards together in 1991.
The King of Pop's death last week at the age of 50, hit Madonna hard.
"I can't stop crying over the sad news," she previously said in a statement to Access Hollywood. "I have always admired Michael Jackson… The world has lost one of the greats, but his music will live on forever!… My heart goes out to his three children and other members of his family… God bless."
Related Content from AccessHollywood.com:
VIEW THE PHOTOS: Madonna - Music's Royal Madgesty!
PLAY IT NOW: Inside Michael Jackson's 'This Is It' Rehearsal
PLAY IT NOW: Michael Jackson's 'This Is It' Rehearsals Footage! (July 2, 2009)