The gig was announced Saturday on Twitter, a mere hours before the performance at the Echoplex nightclub, the Los Angeles Times reported.
A few hundred tickets were sold for $20 each.
Unable to get into the club, a couple dozen fans gathered on rooftops hoping to glimpse the rockers as they exited the club after the show, the newspaper said.
"It's like a presidential motorcade!" a fan said of the luxury vehicles.
The Rolling Stones' tour kicks off Friday at Staples Center in Los Angeles, the Times said.
Gal Gadot cast as Wonder Woman for 'Batman vs. Superman'
Kate Middleton recycles dress at movie premiere