The former "Tonight Show" host brought his "Legally Prohibited from Being Funny on Television" tour to the Tennessee music festival on Friday. He played to a packed comedy tent that, before he hit the stage, chanted "CoCo" - the nickname that he earned during his "Tonight Show" run and became the rallying cry for his fans when NBC ousted him.
As O'Brien has done throughout his cross-country tour, he frequently rocked out, performing songs by Elvis, the Band, the White Stripes, Willie Nelson and others.
The tall, red-haired O'Brien fit in well at the music festival. If one wandered into O'Brien's act during his earnest encore of the Band's "The Weight" - when he leapt from the stage and walked through the crowd - his show may have appeared to be just another music act.
But there were plenty of jokes, too.
"In six months, I've gone from hosting the `Tonight Show,' to performing at a refugee camp," O'Brien announced at the top of the show.
Bonnaroo is held on a giant farm south of Nashville. Heavy rain the day before the festival opened Thursday night muddied the grounds, though excessive heat dominated Friday's performances. This year's Bonnaroo, the ninth annual, is on track to be one of the hottest. The heat index - a combination of temperature and humidity - is forecast to be near 100 for much of the weekend.
O'Brien made light of the surroundings and of the experience playing his first music festival - "unless you count the time I went stage diving at the Lilith Fair," he joked.
"I love doing comedy in a tent, at one in the afternoon, for people who haven't slept in two days," O'Brien said wryly.
O'Brien is a talented guitarist (he has often worked guitar-playing into his late-night shows), and he flashed his skills with a solo on the White Stripes' "Seven Nation Army." He was backed by most of his "Tonight Show" band.
The White Stripes have a long, friendly history with O'Brien. After years of appearing on his shows, it was O'Brien's turn to play on the band's turf. On Thursday night, O'Brien performed a rockabilly set at Nashville's Third Man Records, the label owned by Jack White. The show was recorded and will be released on vinyl.
For years Bonnaroo has included somewhat of a mini comedy festival, with about a dozen acts, alongside its 100 music acts, to give the 75,000-plus fans some comic relief. When Chris Rock came to Bonnaroo in 2008, he played the much larger main stage.
Ashley Capps, co-founder of Bonnaroo and president of festival co-producer AC Entertainment, said organizers discussed putting O'Brien's show on another stage but decided the comedy tent made the most sense, partly because of its video segments. The show was broadcast on screens in two other tents, as well.
O'Brien, who begins a new show for TBS in November, will perform at Bonnaroo again Saturday, and is playing master of ceremonies on the main stage Friday and Saturday, as well.
The southern rock band Kings of Leon were scheduled to headline the main stage Friday night. Jay-Z will perform there Saturday and Dave Matthew Band will close out the festival on Sunday evening.
Bonnaroo began Thursday night with an appetizer of mostly indie acts, including the xx, Wale and Miike Snow.
"What a beautiful state," said Andrew Wyatt, the lead singer of Miike Snow. "No oil spills that I know of."
Friday brought a full slate, including Brooklyn's the National, the duet act She & Him, the Flaming Lips (to perform Pink Floyd's "Dark Side of the Moon"), the Ohio blues-rock duo the Black Keys and LCD Soundsystem.
Another comedian was also at Bonnaroo taking music seriously: Steve Martin, who was to play with his bluegrass band, Steve Martin & the Steep Canyon Rangers.