The 77-year-old magician has returned home from hospital after receiving the terminal diagnosis two weeks ago.
Doctors do not know how much time he has left and he cannot be treated, his son Martin Daniels has said.
McGee said she and her husband had had no idea how people felt, describing their support as "truly amazing".
She wrote: "I wish I could answer all your wonderful messages individually but there are so many. They are all appreciated so much.
"Paul and I had no [idea] of how people felt. Truly amazing. Thank you."
Martin has told the Sunday Mirror: "Dad's not going to get any better. There's no treatment which can help him.
"Doctors haven't said how many weeks or months he might have - and we haven't asked. He knows things are not in his hands now and we are living in the knowledge every day is a bonus.
"It is unbearably difficult. He has said before, 'When it's your time it's your time' and that's how he is trying to face up to things."
Martin Daniels, who is also a magician, said that, following the diagnosis, his father made the decision to return to his home in Berkshire, where his wife has been by his side.
"He's happy there - some days he is tired and spends most of his time in bed dozing. But even then he is happy," he said, adding his father was "lucid" and the family were moved by the support from fans.
"We are very grateful and all of us are genuinely touched. It is giving us tremendous strength at what is a very difficult time."
Choreographer Arlene Phillips is among those to send messages to the Daniels family, writing on Twitter: "Thinking of you @ThePaulDaniels @thedebbiemcgee remembering early days with Paul in Blackpool learning how to fold myself up into a box."
McGee replied: "Happy memories".
Paul Daniels' TV career began with an appearance on talent series Opportunity Knocks in 1970.
He went on to front the BBC's Paul Daniels Magic Show, which ran for 15 years, and became one of the biggest stars on British TV.
The family has set up a fundraising page for brain tumour charities.
Debbie McGee has thanked fans for their "wonderful messages" after her husband Paul Daniels was diagnosed with an inoperable brain tumour.