Horan, 21, took to Twitter to pop the question to the 26-year-old pop star, reported the Daily Mirror.
"@JessieJ marry me!" tweeted Horan.
Wearing a sparkly bodice with a leather crop top and hotpants, Jessie flaunted her trim figure as she danced around the stage in a pair of sky high black thigh high boots.
She performed in front of two huge J's that were engulfed in flames.