The politician, who was defeated by Donald Trump, got a standing ovation as she walked onstage in New York.
Unicef's Audrey Hepburn Humanitarian Award was handed to the singer in recognition of her work with vulnerable children and as a goodwill ambassador.
Hillary's appearance at the Snowflake Ball was a surprise to most people.
She has only made one other public appearance since conceding the election.
On stage, she described Katy Perry as someone who has "the spirit and the energy and the compassion that Audrey Hepburn brought to her work from Unicef".