The Playboy mogul sported a striped blazer in the shot and shades, while Harris rocked her hair in two top knots, smiling as she held up a foam finger.
"#robinthicke #mileycyrus," she wrote alongside the pic.
Harris and Hefner aren't the only ones whose Halloween costumes were inspired by the singer's MTV VMA performance.
Joan Rivers got in on the fun as well, dressing up like the "Wrecking Ball" crooner on E!'s Fashion Police.
"I had so much fun dressing as Miley Cyrus!," Rivers wrote on Instagram Saturday, along with a photo of herself in the costume.