During the set with the full compliment of his backing band, McCartney debuted a new song called "Come Home to You."
"This hasn't been released yet," McCartney said over shrieks from people in the front row. "It's the first time we've played it for anybody."
You can see fan-filmed video of the performance above.
McCartney said in January that he was "putting the finishing touches" on his new album — his first since 2013's New.
Australia's The Daily Edition reported that the album is coming out Friday, June 15, though McCartney has made no official announcement.
Indeed, much of McCartney's recent activities suggest the former Beatle is drumming up intrigue surrounding an upcoming release. His official Instagram account recently deleted all of its posts prior to Sunday, June 10.
The account has posted two totally whited-out photos and another mysterious hand drawing. The only other photos on the account as of this article are three uncaptioned black and white shots from a recording studio.
There's also no word on a track listing or what the forthcoming album is called. McCartney hinted at it in a fan Q&A for his website.
"I would like to achieve making that a really great album," he said. "Fingers crossed! That’s not what it’s called, but fingers crossed! It could be… it could be the new album title."
Photo: Getty Images