Led by Irish member Siva Kaneswaran, the band performed at the 102.7 KIIS Jingle Ball concert at the Nokia Theatre in downtown Los Angeles.
They promised the gig would be "off the hook" and according to reports they didn't disappoint.
The boys put on a squeaky clean image after Max George hit the headlines last week for being at the centre of a nightclub row involving Lohan.
The KIIS ball had a massive line-up of stars with Justin Bieber and Selena Gomez were said to have been spotted holding hands backstage.
But the crowds went wild for The Wanted whose popularity in the US is spiralling. Late last week they seemed to laugh off the Lohan controversy when band member Jay McGuiness turned up at a gig wearing a homemade T-shirt with the words "free Lindsay" scrawled in pink marker.
Jay, Tom and bandmate Max George headed to Avenue nightclub with Lindsay after she had watched the gig.
Lindsay was arrested after allegedly punching a blonde psychic in a row over Max.
The Mean Girls star reportedly punched Florida card reader Tiffany Eve Mitchell (28) following a row involving another woman, who was apparently flirting with Max.
Lindsay's lawyer Mark Heller has strongly denied claims that alcohol or drugs were involved in the brawl.