Jett sang "Smells Like Teen Spirit," Gordon sang "Aneurysm," St. Vincent took on "Lithium" and 17-year-old Lorde sang "All Apologies."
Fans were tipped off to the possibility of Jett joining the remaining members of Nirvana for the show when the Foo Fighters Instagram page posted a photo of what appeared to be her guitar alongside the equipment of the band.
Prior to Thursday's performance, St. Vincent, whose real name is Annie Clark, offered her own rendition of "Lithium" earlier this week during a show in Chicago on the 20th anniversary of Cobain's death.
Though Lorde was only born two years after Cobain's death, it seems her appreciation for the band is mutual. Nirvana bassist Krist Novoselic played his own rendition of her popular hit Royals on accordion earlier this year. Check out that performance below.
2014: The Year in Music [PHOTOS]