Billy Joel's daughters Della Rose and Alexa Ray join their dad at his MSG concert 

It was a family affair at Madison Square Garden Wednesday night as Billy Joel brought on two of his daughters to perform a duet each with him during his residency's holiday show.

At one point, Joel and wife Alexis Roderick Joel's 3-year-old daughter, Della Rose, came out to help her father sing one of his hits. "Go BIG. or go home," Joel's official photographer, Myrna Suarez, captioned an Instagram photo of the proud dad, 69, in a black suit and red tie with white dots, looking at his daughter, dressed in pink pajamas with Mrs. Claus on it, holding a microphone and striking a sassy pose. "Della Rose in her Xmas Jammies takes the stage with her Dad Billy Joel to 'duet' on 'Don't Ask Me Why'. At @thegarden!" Suarez wrote.

Della Rose and little sister Remy Anne, 1, had been dancing with their mother "along at the side of the stage when Billy invited Della Rose onstage to sing her very favorite Billy Joel song," the Rock and Roll Hall of Famer's spokeswoman, Claire Mercuri, told Newsday. "Della loves singing along to her dad's songs and, yes, it was at her request to make her MSG debut performance. Earlier at rehearsals, she performed 'The Twelve Days of Christmas' with her father."

Another photo from later in the concert shows Billy Joel seated at a piano, smiling at his singer daughter Alexa Ray Joel, who turns 33 on Dec. 29, with microphone in hand, wearing a Mimi Prober original design of hand-beaded corset with 24-karat gold bullion embroidery, seed pearls and beetle wings, paired with antique lace over leather pants. Alexa Ray is the daughter of Billy Joel and his second wife, model Christie Brinkley.

"A super last-minute, surprise moment with Pop at The Garden," wrote Alexa Ray Joel in the first of a series of black-and-white videos on her Instagram page. "I went right from the street to the stage! Hope we pulled it off!!! Merry Christmas, My Lovelies." The video shows her walking up some steps to the stage and cheerfully saying "Hey, pop."

"Hey, honey," he answers.

"I made it."

"You made it," he responds, adding with mock exasperation, "Better late than never."

The duo performs the holiday standard "Have Yourself a Merry Little Christmas," trading lyrics and briefly singing in chorus after a trumpeter's solo, as the audience is bathed in blue light with starlight effects. At the end, father and daughter each wish the audience, "Merry Christmas." She then tells the crowd, "I love you so much! Give it up for my pop over here! He's still rockin'!"

In a moment captured by an audience member's video, Billy Joel adds humorously, "Thank you. We like to rope the family in when we're doing Christmas [expletive]!"