The 24-year-old singer performed her hit song with Jimmy Fallon at the station.
The "Malibu" songstress donned a black wig, cowboy hat and sunglasses, while Jimmy wore a light brown wig with super long bangs to cover his face, reported Ace Showbiz.
The duo performed Dolly Parton's classic "Jolene" and attracted many fans.
After the performance, Miley and Jimmy revealed their identity and started singing "Party in the USA".
Fans of the "Wrecking Ball" singer were singing along with her and recorded the surprise performance on their phones.