Sporting a glittery green lipstick, the 25-year-old singer stole the show with her amazing rendition of the song from the musical "Wicked," which is celebrating 15 years on Broadway.
Grande had skipped the final dress rehearsal of the show, leading some to wonder whether she would pull out following the end of her fairy tale romance with "Saturday Night Live" star Davidson.
"Can't believe I almost let my anxiety ruin this for me," she posted on her Instagram Story, later adding that she was honored to be included.
Grande and Davidson's engagement ended earlier this month. It was reportedly "too much too soon" and surprised no one in the singer's inner circle.
Grande had struggled in recent weeks with the death of her ex-boyfriend rapper Mac Miller, who passed away from an apparent drug overdose in September.
Grande and Miller dated for two years before she began seeing Davidson.
"I adored you from the day I met you when I was nineteen and I always will," Grande posted on Instagram after Miller's death. "I can't believe you aren't here anymore. I really can't wrap my head around it."