Lorde had just commented about Chicago's "crazy weather" when the Kiwi pop star was ordered off stage and fans were told to evacuate.
Fans on-site report she was only 20 minutes into her gig when the powers that be told her to call it a night, and footage from the crowd shows the performer visibly distressed at the entire situation.
She'd just commented about the weather, saying: "Everywhere we go we've been getting insane weather: wind, lightning, thunder, rain. and Lollapalooza I like to think it's because you and I are going to conjure the spirits".
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"They've told us we can't play".
Posting on Twitter, she pledged to return at a later date, and revealed that she was looking at the possibility of putting on a club show.
Referencing her new album Melodrama, Lorde tweeted: "this is the most MELODRAMA s**t ever", before telling her fans to "stay safe".
Lollapalooza resumes tomorrow and there's no rain in the forecast.
Lollapalooza was initially scheduled to run through Sunday; organizers have not yet announced whether the remaining dates will be affected.