The Heart Attack hitmaker thrilled audiences at 99.7 Now!'s 2014 Triple Ho Show on Wednesday (03Dec14) in San Jose, California.
The stars even praised each other in posts on Twitter.com and Instagram.com after their collaboration.
Lovato wrote, " That just happened..... Thank you So much @JessieJ for having me on stage for Bang Bang... It was an honor!"
Jessie J added, "Wow!!! @ddlovato is a dream to be on stage with!!! Thank you girl!!! You sang yo a** off!!!"