A video of the incident surfaced online this week, showing Zodwa getting the crowd hyped up with a chant of "take off your panties".
It wasn't long before she took the lead and, after a few minutes of fiddling, removed her underwear and threw it into the crowd.
Her stunt drew mixed reactions on social media with fans applauding her, while others said it was too much.
The star, who grabbed attention with a panty-less outfit at the Durban July, caused controversy when she refused to wear panties at an official event in Zimbabwe.
Former Zimbabwean President Robert Mugabe lambasted her for her lack of panties but Zodwa says she was not phased by the fuss.
