"I think we were called Harmonius or something," she said Wednesday. "We were a close harmony acapella group."
The 37-year-old said they would sing TLC's "Don't Go Chasing Waterfalls."
"Oh, it brought the house down," she said.
Corden said he tracked down the members as a joke and Blunt panicked.
"I almost threw up," Blunt said.
"I went to her for advice because I was really, really nervous about this career that I didn't know was right for me. She said, 'Oh, no, darling, you can't do both. You can't act and do that.' She talked me out of it," Blunt said.
James Corden and Emily Blunt also tried to avoid getting shocked while answering personal questions about each other on the show.
Outlander's Sam Heughan, also a guest on Wednesday's show, asked the pair several questions while each held a shock device attached to the other. Corden and Blunt said they have known each other for years, worked together in 2014's musical film Into the Woods and have socialized with one another's families.
Blunt accidentally shocked Corden even though he remembered the name of her youngest child at the last minute and Blunt was shocked when she didn't recall the town Corden grew up in. Corden was shocked again when he didn't remember Blunt's character's name in A Quiet Place and Blunt was shocked when she didn't remember a show the two saw together.