The two friends joined him on stage during his performance of "Uptown Girl", which features in Schumer's latest film "Trainwreck", reported Female First.
At one stage Lawrence, 25, was even seen kissing 34-year-old Schumer's bare feet as the comedian climbed on to the piano.
Earlier in the day, the pair rehearsed with Joel at Wrigley Field before the show on August 27.