Jimmy Fallon Performs at Jonas Brothers Concert, Rocks Yankee Stadium

Jimmy Fallon gave Jonas Brothers fans quite the surprise at the band's latest show ... rocking the NYC crowd with a very impromptu karaoke performance.

The "Tonight Show" host jumped on stage at Yankee Stadium Sunday night, clearly a shock to folks in the crowd -- he showed up as the concert's intermission came to an end, showing off his boombox before jamming out to The Killers' "Mr. Brightside."

Sources with direct knowledge tell TMZ ... Nick Jonas asked Jimmy to show up at their NYC show a week ago -- he was told he could do whatever he wanted, and Jimmy tested the limits, asking if karaoke with his boombox would be alright.

Obviously, that was all good with the Jo Bros ... and we're told there was no rehearsal for the surprise appearance, but it looks like it was a moment fans will remember for a long time.

BTW, the Jonas Brothers are currently embarking on their "Five Albums. One Night" world tour, which features hits from 5 of their albums.