The boyband was performing in Columbus, Ohio on Tuesday (18Jun13) as part of the group's ongoing world tour when the pop pair put on the cheeky display.
A fan threw the edible candy thong onstage and the crowd went wild when Styles slipped it over his pants as his bandmates chanted "Get that on! Wear the thong!"
Malik then drew screams from the crowd by bending down and nibbling on the candy, while Styles sampled the goods himself before whipping off the underpants.
Styles is no stranger to pulling pranks on tour - earlier this year (13), he shed his clothes to go streaking on a Segway scooter backstage at a London gig.