The 23-year-old performed his number one single, Sign Of The Times, and a new song, Ever Since New York - which fans believe is about his ex-girlfriend Taylor Swift.
Whilst on the show, Harry took part in a "civil war boyband" skit and dressed up as Mick Jagger for a special edition of Family Feud.
Throughout the five minute sketch Harry stayed in character, pulling off Jagger-like facial impressions and even throwing his hands up in the air like the legendary star.
Check it out now.
"That is insane." Harry teased his fans ahead of his SNL debut by having trays of kiwi fruit delivered to those in the standby line for the sketch show in NY.
And last night, he might just have done it!
Recording artist Harry Styles of One Direction at the 43rd annual American Music Awards in Los Angeles on November 22, 2015.
In between his frenetic dance moves, Styles managed a hilarious zinger aimed at himself after Kenan Thompson's Steve Harvey told "Jagger" how much he loved his solo material.
The star was also asked to guess the top answers to the question: "What keeps you up at night?".
On the set of "Saturday Night Live", upcoming host Jimmy Fallon talks with Access Hollywood about the show's musical guest, Harry Styles. The Holmes Chapel, U.K., native's self-titled debut album will be released on May 12 around the world.
Harry Styles was in good company on this week's Saturday Night Live. Can we just say the lyrics to this new song are ridiculously awesome?
Did you miss the first-ever "Saturday Night Live" broadcast that was live in all time zones?
When Jimmy Fallon kicked off the show with a Let's Dance monologue, who else should appear but Harry Styles, complete with jazz hands and graceful twirling.