The group smiled for the cameras outside Fountain Studios in Wembley, London before heading indoors to put finishing touches to their debut performance.
Sophia, Caroline, Yasmin and Lauren were given their chance to join the live shows after Brooks Way withdrew from the competition this week, following allegations about Josh's personal life.
The girls had made it through to Judges' Houses this year, but were sent home by mentor Louis Walsh in a move that caused outrage among viewers and meant no girl band had made the live shows.
Louis' now said when Brooks Way left the show, he automatically asked to bring Four of Diamonds back to the competition. "I was really impressed with the girls at Judges' Houses but only had three spots to fill for the Live Shows.
"At the time a lot of viewers were disappointed that I didn't put the girls through, now that a place has opened up in my category, I've listened to the fans and am delighted to be bringing the girls back.
"They're a great girl group and I'm hoping will take me all the way to the final."
Four of Diamonds initially auditioned as solo singers before being sent to a workshop to form a group. Then they re-auditioned for the judges.
This week's X Factor theme is Motown.
X Factor airs Saturday and Sunday at 8pm on ITV.