The 25-year-old daughter of rock legend Ozzy Osbourne wore an outfit of sparkly bra, black PVC corset, fishnet tights and tiny hotpants for the invite-only show.
“I’m doing a song called 13 Men as well as Big Spender. It’s the first time I’ve really danced since filming Dancing with the Stars, but it’s so different. This isn’t stiff ballroom, it’s slinky and sexy,” wrote Kelly on her Twitter page.
Reality TV star Kim Kardashian, was one of the selected few invited to watch the show.
The Pussycat Dolls was started as a burlesque dance troupein 1995, before they signed a record deal in 2003 and became the musical group they are today. However, they still perform in venues around the world as a dance troupe, and have welcomed celebrity guests to join them on stage including Scarlett Johansson, Britney Spears, Gwen Stefani and Charlize Theron.