We'll get to listen to the Robster sing his best hits, old and new, with a big band behind him.
And he wasn't entirely alone, as a host of special guests joined him on stage.
Rufus Wainwright and Lily Allen sang duets with him, and he even teamed up with Miss Piggy to belt out a tune!
Robbie fans who weren't able to be in the audience can catch all the entertainment right here, so no one will feel like they've missed out!
Robbie Williams: One Night At The Palladium, BBC1, 8pm
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