That's not the only message in her post, though: it appears she's wearing the jacket donned by Monteith during his role as high school quarterback Finn Hudson.
Monteith's body was found in his Vancouver, Canada, hotel room on July 13, 2013.
Fans rallied around the star as she remembered her late boyfriend on Thursday, offering their well wishes.More news: Turkish Coup Anniversary: Erdogan Accused of Using It to Create 'Dictatorship'
Michele, 30, has made a number of tributes to Monteith in past years, including getting a tattoo of his character name "Finn" on her left hip. "I miss seeing you every day on set, your supreme kindness and generosity", she writes.
The actor had a history of substance abuse and spent just under a month in a rehab facility earlier this year after voluntarily checking himself in on March 31. In 2015, Lea opened up about having to heal her heart before allowing herself to find love again following the tragedy.
The pair were said to be "happy and in love" in the days leading up to his death.More news: Seoul readies to defend 'win-win' trade deal against Trump pressure
Taking to Twitter, Michele posted a throwback Polaroid-style picture of the two together.
"I love and support Cory and will stand by him through this", Michele told People at the time.
Believe it or not, but it's been four whole years since we lost actor Cory Monteith after he suffered a heroin and alcohol overdose.More news: Body of missing Pennsylvania man found among other human remains