The Hollywood star revealed that the two went trick-or-treating in upstate New York for the holiday with their kids, Dylan and Carys.
The Last Vegas actor also shared that Catherine joined in on the costume fun and dressed up as Snow White.
But this doesn't mark the first time that he's addressed the state of his marriage.
In fact, just last week the 69-year-old stopped by the Tonight Show With Jay Leno and spoke of his 12-year-union to the Welsh actress.
"I've been away for a while, but everything should hopefully be on the up and up," said Michael, who wed the brunette beauty in a lavish ceremony in November 2000. "Sometimes people take a little bit of a break, but it doesn't necessarily mean that's the end. I'm very hopeful."
Days earlier, the Emmy winner told E! News he's "doing great" and things are looking "onwards and upwards" with Zeta-Jones.
Douglas and Zeta-Jones announced their split back in August. A rep for the 44-year-old actress said at the time, "Catherine and Michael are taking some time apart to evaluate and work on their marriage."