Khloe Kardashian was also spotted walking in with her sister and the kids, as they strolled past fans waiting for the show to begin.
The arrival was a surprise for many in attendance, considering the pair's estrangement after Kim filed for divorce in February.
Kim rocked a red jumpsuit with matching crimson boots to the event, where she came to show her support for Kanye's new musical endeavor. He's been promoting the project on Instagram this week, sharing photos of the enormous stadium where the listening party is set to take place.
West also wore red to the event. Rocking a red snowsuit, the artist stood out as he commanded attention from the center of the stadium as the album played over the loudspeakers.
When it came to the new album itself, however, many fans were somewhat surprised by his new track, "Welcome To My Life," which features lyrics many believe are about his divorce.
In the song, Kanye somberly sings, "I’m losing my family / I’m losing my family," and many on Twitter found the song -- and the fact that Kanye's family was in attendance at the listening event to hear it -- to be particularly heartbreaking.
However, there was another big reunion that blew people's minds... the final track which featured a surprise verse from JAY-Z!
The verse came as a huge shock for fans, considering it was believed that Kanye and JAY-Z were still at odds after a years-long, very public feud.
Their collaboration was created in secret, and at one point in the verse, JAY-Z raps, "This might be the return of the throne." Which sparked speculation that the pair might soon be working together on a follow-up to their collaborative 2011 album Watch the Throne.
Other artists featured in tracks on Donda include Travis Scott, Lil Baby, Playboi Carti, Pusha T, Lil Durk, Roddy Ricch, Pop Smoke and Don Toliver, among others.
Kanye's new album is slated to drop Thursday night at 9 p.m. PT.
As for Kim and Kanye, the pair have been working hard to co-parent, and they reunited over the weekend to take their kids to the Asian Art Museum in San Francisco, before it opened to the public.
"They were wearing all black and looked like a nice, normal family that was relaxing and having a good time," a source told ET earlier this week. "Kim, Kanye and their kids arrived for a private early viewing, but they enjoyed themselves so much they stuck around after the museum opened their doors and mingled with the public for almost an hour. No one bothered them or seemed to really notice them. It was a genuine, sweet moment for the family where they were able to relax in a public setting without being disrupted."