Michael Jackson's last video of singer during a rehearsal at the Staples Center in Los Angeles two days before his death was released by CNN on Thursday afternoon. Jackson performs "They Don't Care About Us" from his HIStory album and does a number of his signature moves. (Photo: WENN)

Watch it here:

<script src="https://i.cdn.turner.com/cnn/.element/js/2.0/video/evp/module.js?loc=dom&vid=/video/showbiz/2009/07/02/vo.aeg.jackson.rehearsal.cnn" type="text/javascript"></script><noscript>Embedded video from <a href="https://www.cnn.com/video">CNN Video</a></noscript>

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