Underwood and Bennett sung a version of the standard 'It Had to Be You', receiving a standing ovation from the crowd.
The two first recorded the duet for Bennett's Duets II.
Last week, Bennett praised Underwood's beauty, adding that he has loved collaborating with her.
"She's beautiful and she sings great and she's so popular. It's just a wonderful experience to be on the show."
Bennett won a Grammy Award during the pre-telecast ceremony for his track 'Body and Soul', a duet with the late Amy Winehouse.
The Grammy Awards continue on CBS.
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