Cooper and Depp were joined by Joe Perry, Matt Sorum and Duff MCKagan, among others, for a much anticipated set at the Roxy Theatre, but it was the group's special guest who stole the show when she joined the band to perform a rendition of Led Zeppelin's Whole Lotta Love.
She wasn't the only celebrity at the band's intimate launch gig - guitarist Tom Morello jumped up onstage with Black Sabbath's Geezer Butler for a cover of Jimi Hendrix's Manic Depression, Perry Farrell and his wife Ety were also part of the show, and Toto co-founder Steve Lukather and Kiss' Paul Stanley were spotted in the audience.
Depp and Cooper and their all-star covers band kicked off the show with a version of The Who's My Generation and also performed John Lennon's Cold Turkey and The Doors' Break On Through (To the Other Side), but the highlight was an all-star sing-along that mashed up the frontman's School's Out and Another Brick in the Wall by Pink Floyd.
Cooper then dedicated the band's first proper gig to "all of our dead, drunk friends", adding, "Right across the street over there at The Rainbow, we used to drink every night until we couldn't see anything. And they called us the Hollywood Vampires because we never saw daylight.
"We didn't drink the blood of the veins, we drank the blood of the vine. So this one's for them."