The 20-year-old, who wore a black cropped studded leather jacket and low-slung leather trousers with her shaved cropped hairdo, dedicated her fierce performance to her late puppy Lila, who died last week, reported VH1.com.
"That was for you, Lila," she said after the pyro-laden performance.
The singer later tweeted: "Feeling connected to my baby girl Lila after tonight. I know she's up in doggy heaven proud of her mommy for staying strong."
During the song, Miley - who is engaged to Hunger Games actor Liam Hemsworth - grabbed her crotch and was carried by backing dancers. She was hugged by her mother Tish when she came off stage.