The Girls star lip-synced as she danced around the stage in a white pajama suit. She punched cardboard cutouts and threw toilet paper in an interpretation of the dance performed by Dance Moms star Maddie Ziegler.
Sia's album, 1000 Forms of Fear, will be released on July 8.
Notable deaths of 2014 [PHOTOS]
Jason Aldean to extend Burn It Down Tour