Lauper was performing at the VIP Room nightclub at the JW Marriott to mark the first anniversary of Belvedere Vodka's partnership with (RED) when the Rolling Stones star joined her on stage.
"I fully support the collaboration between Belvedere Vodka and (RED) to raise awareness about HIV/AIDS in Africa in their fight to save lives," Lauper said.
"If I can encourage everyone to show their support and help achieve the first AIDS-free generation by 2015, then I've done more than I could ever have dreamed."
She added: "The fight against HIV/AIDS starts with you: please buy (RED)!"
Other stars who attended the event included Chris O'Dowd, Jermain Defoe, Bonnie Wright, Tamara and Petra Ecclestone and Dawn Porter.
The event also featured the world's largest-ever vodka bottle, standing 7ft tall and holding 250 litres of the 2012 Belvedere (Product) RED Special Edition.
Watch Ronnie Wood and Cyndi Lauper perform The Faces' 'Ooh La La' below: