The Celebrity Big Brother housemate performed a track in the busy central London location on Wednesday afternoon (10 February) which she'd written about an ex.
It was an appropriate song for the EOTB press day as it contained the lyrics: "When I see my Ex on the Beach / I'm over you / I'm over you."
We wonder who it was about!?
Megan can currently be seen in the fourth series of Ex on the Beach airing Tuesday nights on MTV. She entered the show with boyfriend Jordan Davies but they've since split. Does she mean Jordan?
Other lyrics in Megan's song included: "I know you're insecure / That's what you use me for / You're always knocking on my door / There is no escaping, misbehaving and I know for sure / I took my dignity and run / See you later alligator / You were just for fun / I know my heart wants what it wants / It's not you boy.
"I don't want to see my Ex on the Beach / Got no time to hear you preach boy / Don't want to see my Ex on the Beach / Cause I'm over you."
Megan was clearly thrilled by the turn out to watch her perform as she later tweeted: "Today was crazy! Amazed at the turn out!! I'm very grateful x."
Fans of Megan's know how important music is to her. As well as auditioning for Britain's Got Talent and X Factor, she appeared in the first series of The Only Way Is Essex to try out for Jess Wright's band Lola. She also has her own YouTube channel where she describes herself as a country / pop singer.