The boyband, who recently secured their place in US chart history by becoming the first British group to enter at the top of the Billboard 200 with their debut album, performed two tracks on the show, which was hosted by Modern Family actress Sofia Vergara.
"Thank you so much to @nbcsnl for having us. That was a lot of fun and we'll never forget it," Harry Styles wrote on Twitter following their appearance.
Styles, Niall Horan, Zayn Malik, Liam Payne and Louis Tomlinson began by singing their first single 'What Makes You Beautiful'.
"SNL tonight was amazing..thanks to @nbcsnl for having us..much appreciated!" Niall Horan added after the show.
One Direction, who are working on material with Justin Bieber, recently sold out their headline gig at Madison Square Garden in New York City in one hour.
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Watch One Direction perform 'One Thing' on Saturday Night Live below: