She channelled the 80s with a side clip and backcombed curls and even wore a sequin shimmering vest with her bright pink mini skirt.
With a huge smile on her face, Mollie joined the other girls - minus a heavily pregnant Frankie Sandford - as they headed to the famous London venue to perform.
Before the event, The Saturdays tweeted from their official Twitter account: "It's G-A-Y tonight and we've got some surprises in store!!! We CANNOT wait! Who's coming down?!"
The girls all wore bright disco colours, while Rochelle showed off her ever-decreasing post-baby body in a cute red all-in-one.
Later they thanked the organisers, saying they had "definitely felt the #DiscoLove".
Mollie wrote: "80s party tonight at G.A.Y for Disco Love!! Thanks for bring an incredible crowd, and always the loudest."
Meanwhile, all the girls are waiting for their fifth member Frankie to give birth to her first child with fiancé Wayne Bridge. The baby is due any day now!
'What About Us' singer Frankie and footballer Wayne became engaged earlier this year and announced shortly afterwards that they are expecting a baby boy.
Do you like Mollie's big disco hair? Tell us what you think in the comment box!
Watch the video for The Saturdays' single 'Disco Love' below: