"Let's get raucous before Coachella on Sunday night", the singer tweeted before adding just minutes later, "Um holy shit you guys just sold that out".
Homemade Dynamite, her latest Melodrama track, revealed itself early in her set.
The Kiwi starlet's new song is inspired by the way things can go from good to bad quickly.
"It's a record about all the ups and downs of being twenty-something, and specifically all of the ups and downs of an evening", she said in the Californian desert.
Lorde plays Coachella for the first time in three years.More news: Oil Down Slightly in Subdued Trade After Failed North Korean Missile Test
The performer's songs were captured on tape, and the performance is now going viral with people interested in her new music! She first performed at the festival in 2014.
When a fan guessed which track she meant, shouting out 'Sober!', the artist responded "F-k, you guessed it!"
"Melodrama" comes out on 16th June, and Lorde headlines Coachella alongside Kendrick Lamar tonight (15th April).
The ten-song setlist was comprised mostly of old material, including Pure Heroine hits "Royals" and "Tennis Court".