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.
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