James Corden rocked out with the "Chandelier" singer in the clip that was released Tuesday night in full.
As well as singing her own songs including "Elastic Heart", Sia and Cordon also took on Rihanna's "Diamonds" (that was, of course, written by the Australian singer-songwriter.)
The late-night talk show host even donned a black and white wig to accompany the singer, who has been wearing the prop to promote her latest album This Is Acting.
Sia follows in the footsteps of Adele, Justin Bieber, Mariah Carey and many others who have dared to be driven around by the British host.
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The Late Late Show airs weeknights (12:37 a.m. ET) on CBS.