That's what happened Saturday night, when Princess took the stage at the Paramount Theatre for the annual Moontower Comedy and Oddity Festival in Austin, Texas.
"Dearly beloved, we are to here tonight to celebrate and honor the beautiful, the genuinely unique, one-of-a-kind, the most brilliant, most special, most magical, most f---ing incredible Prince Rogers Nelson," Rudolph said, alongside bandmate Gretchen Lieberum, both dressed in their Prince-best.
"It's gonna be hard," Rudolph, 43, said. "We'll probably cry. He was our hero. We love him, and he's completely shaped our world."
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And, of course, "Purple Rain."
Rudolph's tribute with her band comes after days and days of grief and remembrance following Prince's death: Dave Chappelle, Jimmy Fallon, Bruce Springsteen and many, many more have spoken out.
On Saturday, a video of Prince performing at Saturday Night Live's 40th anniversary afterparty was released, showing the late singer dancing and performing alongside Rudolph, who provided backup vocals for the performance.