Michael's children Prince, 12, Paris, 11, and Blanket, 7, and 'secret son' Omer Bhatti joined the elder Jackson at his Nevada ranch, along with Michael's brother Jermaine and his family.
The late pop star had a notoriously difficult relationship with is svengali father - Michael claimed he had been beaten as a child - and the pair had not see each other for years prior to the pop star's death in July.
But Joe now appears eager to make up for lost time with his grandchildren, who looked to be in good spirits as they visited a local shop.
Michael Jackson's son Prince (left), 'secret child' Omer Bhatti and daughter Paris gathered for an early Thanksgiving celebration in Las Vegas yesterday
Jermaine said this week the family were determined not to let money and the battle over Michael's estate tear them apart.
At screening of his brother's This Is It movie om Los Angeles, he told CNN: 'That's really, really important because we're a family and throughout the years, the managers, the agents and Hollywood have tried to come between that.'
'What they don't know is we were together before we came out here and we're going to continue to be together.'
He added that Michael's children are 'doing great'.
The family faced their first Thanksgiving without the pop star
Little Blanket, centre, plays around with his extended family
'They're getting their lessons done. They have wonderful tutors and programs, they're getting a chance to go out and do things. They're getting a chance to travel,' he said.
The children currently live with their grandmother Katherine, 79, in Encino, California.
Joe and Katherine are still legally married but spend most of their time apart.
At one point since Michael's death the couple's lawyers were pitted against each other over his estate, but Jermaine is confident the family will get through.
'There's strength in numbers, and when there's a family like ours, we pull together,' he said.
'We find strength within each other.'
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