The former Pink Floyd frontman appeared on the show backed by a full band, a pianist and some backing singers. The medley included 'The Happiest Days Of Our Lives', 'Another Brick In The Wall, Part 2' and 'Another Brick In The Wall, Part 3' from Pink Floyd's 1979 album 'The Wall'.
The performance comes ahead of his 'This Is Not A Drill' tour, which was originally set to begin in 2020 but was postponed due to the coronavirus pandemic.
"This Is Not A Drill is a groundbreaking new rock & roll/cinematic extravaganza, performed in the round," Waters wrote in a statement (via Rolling Stone). "It is a stunning indictment of the corporate dystopia in which we all struggle to survive, and a call to action to love, protect, and share our precious and precarious planet home.
"The show includes a dozen great songs from Pink Floyd's Golden Era alongside several new ones — words and music, same writer, same heart, same soul, same man. Could be his last hurrah. Wow! My first farewell tour! Don't miss it. Love, R."
The tour kicks off in Pittsburgh on July 6, before heading to cities like Toronto, Chicago, New York and Los Angeles. It finishes up in Mexico City on October 15.
Check out his performance below.