The duo performed together at 2am (BST) to a crowd of only 10 people at the Jazz After Dark venue, reports The London Paper.
The Babyshambles man played drums for Coco, telling the crowd, “This is the amazing Coco. She’s one of the reasons this country’s good. She’s only 17, she’s a great musician and I really fancy her.”
Coco has reportedly recently signed a deal with Island, while her music can be heard on the Coco MySpace page.
Pete Doherty and Coco played a gig together in March, at the Torriano pub in Kentish Town, north London.
You can see video footage of the show by clicking below.