The girls were invited back onto the show (after winning The X Factor back in 2011 four years ago) to perform their new single 'Love Me Like You' ahead of the first live show result.
Jesy joined Leigh-Anne Pinnock, Jade Thirlwall and Perrie Edwards on stage and treated viewers to a mash up of their latest track and their number one hit 'Black Magic', with Jake gushing over Little Mix's performance later on via Instagram.
He had been in the audience cheering on his wife-to-be and her girl pals. Sharing a photo of himself and Jesy leaving Wembley Arena late last night to the photo-sharing app, Jake told fans: "Proud of this one and her best mates tonight! Different gravy m8."
Jesy, meanwhile, shared the same pap shot to her own feed and joked: "Met @jake_rixton tonight such a nice chap! Big fan."
Big fan? Well, she is marrying him after all!
Jake and Jesy announced their engagement back in July, after the Rixton singer roped in the help of Ed Sheeran to pop the question.
He and Jesy had been rehearsing at Manchester Arena with their bands ahead of a gig, when Jake got down on one knee to ask Jesy to marry him while Ed played their favourite song in the background.
Of course, she happily said yes and following her beau's proposal, Jesy gushed: "I cannot believe what has just happened! The most surreal moment of my life and everyone that I love most was there to share it with us! I feel like the luckiest girl in the world rite now literally cannot stop crying! Future Mrs Roche."
Jake and Jesy's appearance at Wembley came after it was announced two acts had been eliminated from The X Factor.
Bupsi Brown was the first to be given the boot, after receiving the fewest public votes, while Kiera Weathers and Alien Uncovered were forced to sing for survival in the sing off.
Cheryl Fernandez-Versini and Rita Ora chose to save their respective acts, while Nick Grimshaw opted to save Kiera after preferring her survival performance and Simon, after some deliberation, then chose Kiera too. Although, he did add: "I'm unhappy with this decision - though it's the right decision."
His deciding vote meant Alien Uncovered became the second act to be sent home, with their mentor Cheryl admitting she was "shocked" to see them go.
For exclusive competitions and amazing prizes visit Reveal's Facebook page NOW!