Guy, Mark, Craig, Rich and Pete (aka Elbow) were in the Live Lounge with a string trio. They performed their new single One Day Like This, and a beautiful cover of Amy Winehouse's Back to Black.
Jo chatted with lead singer Guy Garvey, who was relieved that he wasn't hungover like the last time Elbow were in the Live Lounge.
They discussed how Elbow are often cited as a huge influence by bands like Coldplay, Snowpatrol, but the band aren't bitter that they're not playing stadiums!
And if you ever wondered, if Guy was an animal, he'd like to be a badger. Other members of the band would like to be shrews or voals.
Guy gave his verdict on this year's festivals, including Glastonbury - he said it had been the world's best party for decades, and this year will be just as spectacular.