Dunham's co-star on the hit HBO show, Alison Williams, also took to Instagram to share some Girls nostalgia in a "TBT" pic of her and Dunham dancing.
"Feeling very sentimental - 2 weeks left of shooting with this one. I don't want to go back to dancing on my own. Dancing with you is way more fun,@lenadunham ," Williams wrote along with a broken heart emoji.
In January, it was announced that Girls would officially be coming to an end. ET caught up with Williams in June where she reflected on shooting season six.
"The finality of it is really strange," Williams said at the time. "This is the only version of my job that I know. I went from college to Girls graduate school, and now I'm like a doctorate in Brooklyn angst and now, I'm ready to enter the other workforces."
The sixth and final season of Girls will air sometime in 2017.