The girls performed 'Shout Out To My Ex' from their upcoming album Glory Guys.
It was the first performance of the track with the song released straight after the show.
Watch Little Mix sing Shoutout To My Ex on X Factor
Little Mix tweeted: "We’re releasing #ShoutOutToMyEx next Sunday 16.10.16 after our FIRST EVER live performance of it on @TheXFactor!!💃❌ CAN’T WAIT! the girls x"
Little Mix are the second X Factor champs to return to the show this year.
Last weekend's first results show saw James Arthur back to perform his new Number 1 single Say You Won’t Let Go.
And it's also expected that last year's winner Louisa Johnson will return to promote her new album too.
Meanwhile, it's been claimed that tonight's X Factor results were due to see Lady Gaga perform.
The American singer was apparently meant to take to the stage tonight alongside Little Mix but instead OneRepublic will be performing.
According to the Daily Star on Sunday newspaper, Gaga dropped all promotion of her new album Joanne after disappointing sales of comeback single Perfect Illusion.
The X Factor airs live at 8PM Saturday and Sunday night on ITV.