“Very VERY thankful for these friends and these nights,” Theroux captioned the Instagram Story on Thursday evening.
In a following Instagram Story, Theroux attempts to record Cox giving a toast at the dinner.
“Jen, I love you so much… Justin, please stop filming me!” Cox emphatically pleaded in the humorous snap.
“I’m sorry I’m supposed to be recording toasts,” Theroux said in response. “I’m so sorry I have to cut, anyway, it will be on the DVD commentary.”
Aniston hosted her annual Friendsgiving dinner on Wednesday night and made a special dish just for friend Jimmy Kimmel.
The actress, 50, whipped up enchiladas for the late-night host after he jokingly complained to her the year prior about her dinner options.
“Ok, @jimmykimmel… here are your f*%king Friendsgiving enchiladas,” she wrote on Instagram alongside a photo of her baking the Mexican dish.
"Finally someone listened to me," Kimmel said later in the video.
Engaged in August 2012 and married in August 2015, Aniston and Theroux were married for less than three years and had no children together.
Fox News' Jessica Napoli contributed to this report