The 36 year-old, who gave birth to her daughter Aviana in May, and Fallon performed a number of festive songs including It's The Most Wonderful Time Of The Year and Santa Baby as well as Wonderful Christmas Time.
The star also revealed that she and fiance Darren Le Gallo didn't realise their daughter's name wasn't a real name when they picked it.
She said: 'I didn't know that it wasn't a real name. We were calling her Avi, which is a man's name meaning 'of the father'.
'And that wasn't going to work so we just added 'iana' on the end. If you add 'iana' on the end it's a girl's name!'