The stars appeared as part of the BBC Children in Need project 'POP Goes the Musical!', which gives popstars the opportunity to perform a song at select dates of hit musicals. 50% of the money raised from ticket sales goes to Children in Need in order to help disadvantaged children.
In previous weeks, Geri Halliwell performed alongside the cast of Singin' In The Rain, Blue appeared for the encore of Jersey Boys, and Alexandra Burke performed 'On My Own' with the Les Misérables ensemble.
Last night saw three more stars perform covers of popular Michael Jackson songs, with Joe McElderry singing 'She's Out of My Life', girl group Stooshe covering 'The Way You Make Me Feel', and Macy Gray taking on 'Rock with You'.
The popstars then joined together with the cast to perform a group rendition of 'Smooth Criminal' for the finale.
Gray said: "It's great to be back in the UK supporting BBC Children in Need. The songs of Michael Jackson are so iconic, his music was and is such an important part of my life. It's amazing to be performing one of his songs, being on a West End stage makes it even more special."
Stooshe added that they were "proud" to be helping Children In Need, and McElderry agreed, saying he was "honoured" to take part.
BBC Children In Need airs tonight (November 16) on BBC One from 7.30pm.