Other new songs debuted include "Green Light Intro" and a "Sober interlude".
The singer played the surprise show at the 300 capacity Pappy + Harriets, a barbecue restaurant and venue in California. Naturally, it sold out, and in the blink of an eye at that.
Just outside of Joshua Tree State Park, some 50 miles from Coachella, Lorde will return for her first show in two years. We'll call that a more than memorable opening for an already massive weekend.
Check out footage from the show below. It was her first full-length gig since July 2014.
"Melodrama" comes out on 16th June, and Lorde headlines Coachella alongside Kendrick Lamar tonight (15th April).
Lorde will play Coachella on Sunday with an encore performance on April. 23.
Nearly as soon as Lorde's set got going, though, the young New Zealander cleaved to established Coachella tradition, promising she had some surprises in store.
With its combination of lyrics focused on pleasure ("My hips have missed your hips") and unease (the nervous question of, "What will we do when we're sober?"), the song convinced her that Melodrama would tell the story of a house party. Because, honestly? This is a party that should continue for some time.