The Playboy founder attended the 12th season's first performance night to support former girlfriend Kendra Wilkinson, who is one of the 11 celebrities competing for the Mirror Ball Trophy.
The 84-year-old, who attended with fiancée Crystal Harris, later tweeted: "We had a wonderful time tonight lending our support to Kendra on the season premiere of Dancing With The Stars (sic)."
Wilkinson sent a message to Hefner on her own Twitter account, writing: "Thank you so much for coming, so good seeing you guys."
The Kendra star, who performed the cha cha with partner Louis van Amstel, had earlier told fans that she was "nervous and excited" ahead of her dancefloor debut.
"I have been working my butt off getting ready for this and I can't wait to make you all proud on the dancefloor!" she wrote on her official website. "I've learned so much thanks to my incredible partner and teacher Louis. He has been so amazing and I couldn't have asked for a better dance partner."
Dancing with the Stars continues next Monday at 8/7c on ABC.
Credit: Digital Spy (Lara Martin)