The artist shared a photo of the pair onstage to Twitter afterwards, saying she would "never forget this moment as long as I live" and thanking Nelson for giving her a day "beyond her wildest dreams".
The annual music event was last held in 2019, as the Covid-19 pandemic meant the 2020 and 2021 events were cancelled.
But for music fans, it was worth the wait.
And it was an emotional day for Nelson, as it came just a week after Nelson lost his older sister, pianist Bobbi Nelson, at age 91.
Canadian-born Neilson earlier teased her appearance at the event on Twitter writing: "This is the face I made when I got the message inviting me to do support for Willie Nelson !!! Y'ALL CAN U BELIEVE IT?!"
And she revealed she even cancelled a trip back to Aotearoa to seize the opportunity.
"I was supposed to be flying back to NZ that day, but one of life's Golden Rules is: When you're asked to perform with Willie, you change your damn flights!" she added.
The day before the performance, Neilson shared her excitement on Twitter.
"Playing Luck Reunion at 1pm on the World Headquarters Stage tomorrow with a surprise guest so special that I actually cannot fall asleep!!! All I'm gonna say is they better have a mop, cuz that's the only way they're gonna be able to get me up off the stage floor afterward," she joked.