The all-ages show comes just days before the 20-year-old is set to perform at major US festival Coachella.
"Let's get raucous before Coachella," Lorde said on social media.
Social media went crazy after her announcement, with thousands of fans both retweeting Lorde's messages and posting themselves that they were after tickets to the show.
And Lorde didn't let anyone down in her first full gig after a lengthy break, including debuting material from her upcoming second album.
New material included the track Sober.
She also took her trademark dancing to new levels, with one fan posting she even got on a table and danced during her latest chart hit Green Light.
The impromptu gig was not the first time Lorde has delighted fans with a surprise appearance.
The Green Light singer took the stage with producer Jack Antonoff in New York last late year, to raise awareness and money for vulnerable LBGTQ youth, despite not being on the official lineup.
Lorde also surprised audiences in 2016 when she come on stage at Coachella as a guest of Disclosure for one song.
In 2015, Lorde even racked up the air miles to make a surprise appearance at her best bud Taylor Swift's concert in 2015, to perform her hit Royals.