Sharing a selfie of the pair at the festival, Lizzo posted to Instagram: "Proud of you @harrystyles. Thank u for having me."
For last week's set, Harry was joined on stage by special guest Shania Twain for duets of 'Man! I Feel Like a Woman!' and 'You're Still The One'.
Harry said: "This lady taught me to sing. She also told me that men are trash."
Shania said: "I'm a bit starstruck, what can I say? No, really, I'm a fan of you, of course. I know that when I was writing this song, you were just a little kid. It's kind of a dream and very surreal to be sitting here right now to sing this song with you. I think I'm just in
love and this song is all about love. So let's just sing about love."
The 'Golden' hitmaker also debuted two new songs, 'Boyfriends' and 'Late Night Talking', from his upcoming third solo album 'Harry's House'.
Before performing 'Boyfriends', he said: "Who in the audience has ever had a boyfriend? Who in the audience has never had a boyfriend? To boyfriends everywhere, f*** you."
Earlier, Harry also told the crowd: "It's big in here, innit? For the next 80-or-something minutes, our job is to entertain you. I promise you we'll do our absolute very best. You also have one job — that is to have much fun as you possibly can. I want you to be whoever it is you always wanted to be in this field tonight."
He added: "We have a full moon, you have a ticket and I have to play."