By Simon Perry
Updated November 07, 2010 01:00 PM
Dave J Hogan/Getty

“Wait … Did I just rock out with Bon Jovi tonight???”

Yes, Rihanna, you did! The red-haired singer Tweeted after she was the surprise addition to Bon Jovi’s Madrid show Saturday night. She joined the veteran rockers for a rendition of their hit “Living on a Prayer” at an intimate gig in Madrid.

And, the New Jersey rockers didn’t let the 1,000-strong crowd at Teatro Circo Price down with a set list including “Wanted Dead or Alive” and their new single “What Do You Got?”

“It was so beautiful. She sang great, she’s a sweetheart of a girl. She’s a big fan too. It was great,” Jon Bon Jovi told PEOPLE at the 17th MTV EMAs Sunday, also in the Spanish capital, where the band received the inaugural Global Icon award.

Performers slated for the show include Kings of Leon, Ke$ha, Kid Rock, Katy Perry and Linkin Park.

Earlier Saturday, Jon Bon Jovi also talked about the band’s award – and one of his favorite new artists.

“If Elton John and Madonna had a baby it would be Lady Gaga. I’ve seen her perform at a number of events. She’s a college-trained musician, a student and a fantastic performer,” he said. “She gives it all that she’s got. When she develops with time and continues to work on her sound, she is going to have a really bright future.”

Perhaps that’s why most rock stars wear shades.