The festival, held Friday and Saturday at the MGM Grand was Cyrus' first performance since calling off her engagement to actor Liam Hemsworth, People magazine reported.
Her set opened with "We Can't Stop," in which she tweaked with little people on stage, as people dressed as mushrooms, rainbows and flowers danced behind her.
During "Wrecking Ball," mascara-stained tears streamed down her face as she sang, People said.
Thicke suffered a wardrobe malfunction during his performance when the button and zipper on his pants broke, People said.
2014: The Year in Music [PHOTOS]