Prince has done it again!

WATCH: The 9 Best Segments from 'SNL 40'

Following appearances at the GRAMMYs and Golden Globes as well as a secret, Valentine’s Day concert in New York City, the artist graced the stage at Saturday Night Live’s epic 40th anniversary after-party. And the crowd went crazy when he did an impromptu performance of “Let’s Go Crazy.”

Prince was joined by Ariana Grande, Debbie Harry, HAIM, Miley Cyrus, Sir Paul McCartney, and Taylor Swift who all served as the most amazing house band ever, playing several songs throughout the evening.  Watch the video above to see all the star-studded action! 

NEWS: 13 Lingering Questions About the 'SNL 40' Anniversary Special

McCartney and Swift performed a duet off “Shake It Off” while Cyrus, Grande and Harry reportedly formed a multi-generational power trio to sing Aretha Franklin’s “Respect.”

And the SNL alum did not sit idly by. Chris Rock and Martin short were dancing on stage while Jimmy Fallon joined in several songs. But none of them was more surprising (or epic) than Bill Murray on tambourine.

Let’s just say this was the best party that you weren’t invited to.