David Bowie's 1971 hit "Life on Mars", which seems only appropriate seeing as she portrays carnival ringleader Elsa Mars.
The song really excited AHS fans so much that show creator Ryan Murphy announced via Twitter: "Due to popular demand, we will be releasing Jessica Lange's version of LIFE ON MARS on iTunes."
Murphy also revealed that Lange will have more
musical performances on the show. His tweet continues: "Just wait until you see her Lana [Del Rey] cover."
This isn't the first time we've seen Lange sing on the FX series. During American Horror Story: Asylum, the 65-year-old actress, as Sister Jude, sings "The Name Game."
What did you think of the hour-and-a-half Freak Show premiere? Play TV critic in the comments and tweet #ETnow.