She opened her main stage set with "Earth Intruders," the first single from her upcoming album, "Volta," Billboard Magazine reported Sunday.
Also headlining at the festival were Interpol, Jesus & Mary Chain, Amy Winehouse and the Arctic Monkeys.
About 60,000 people attended the festival on Day 1, despite the nearly triple-digit temperatures at Empire Polo Field Friday.
Jesus & Mary Chain stole the show when actress Scarlett Johansson made a guest appearance and sang Hope Sandoval's part on "Just Like Honey." The group also debuted a new song where front man Jim Reid sang, "I hope it don't crack."
Also for the first time in the festival's history, a block of time was given to comedian Zach Galifianakis, who got a standing ovation for his political commentary sequence that ended with him miming "Tomorrow" from the "Annie" (complete in dress) and holding up a large sign that read "Kill Dane Cook."