Bennington was found dead in his home near Los Angeles in July after taking his own life.
The 20-minute footage featuring the American rock band taking to the road with United States comedian Ken Jeong, was shared with fans on Facebook.
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"With the blessing of Chester's family and his bandmates, we share this episode, and dedicate it to the memory of Chester", a message at the beginning of the video, which was posted on the band's official Facebook page and Apple Music, reads.
The coroner ruled that Bennington, 41, had apparently hanged himself.
The singer jokes with Jeong that the comedian should "join the band", saying: "Finally we have some leadership!" Over the course of the episode, they sing Outkast's "Hey Ya", Linkin Park's "Numb", "In the End", "Talking to Myself" and Red Hot Chili Peppers' "Under the Bridge".
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