The X Factor stars performed a stripped-down version of the group's debut single 'What Makes You Beautiful' at the White City mall yesterday (August 2).
Payne was on vocals and Horan played along on the guitar, while Westfield house band Soul Chango provided backing for the duo as a mass of screaming fans surrounded them.
The shopping centre - which is about the size of 30 football pitches - has been visited by a number of celebrities since opening in 2008, including Justin Bieber, Mariah Carey, Beyoncé, Jake Gyllenhaal and Lady Gaga.
It was announced this week that One Direction have sold 12 million records worldwide in just one year.
Payne said of the milestone: "We are obviously ecstatic and incredibly humbled... We have an incredible team of people around us who have helped us achieve this, and above all we would like to thank our fans. We owe all our success to them."
One Direction are due to perform at the MTV Video Music Awards in September, where they are nominated in the 'Best Pop Video' and 'Best New Artist' categories.