The teenager looked like she could well fit in with the cast of X-Men with her metallic faux hair, which featured tumbling locks and a chunky long fringe.
She teamed the hairstyle with an edgy outfit, rocking an over-sized graphic red t-shirt with a pair of thigh high black boots - very superhero chic.
Earlier in the night she'd previewed the wig on SnapChat.
Kylie loves experimenting with her hair and previously gave fans a look at her wig collection during a tour of her glam room. As she talked through each of the different looks in a video posted to the lip queen's official site she admitted she was a bit of a "wig girl".
"I love wigs. They're super easy," she added.
While Kylie might love it, sister Kendall is not a fan.
After wearing one at Balmain's fashion show in Paris earlier this week, she admitted she had no idea how her sister put up with the "uncomfortable" hair pieces.
"Those wigs are SO uncomfortable, though. I don't understand how Kylie does it!"
"I was sweating so badly because they make you crazy hot," she added.