G-A-Y is a gay nightclub in London. It operated from the London Astoria music venue for 15 years until July 2008. The Boston Globe described it as "London's largest gay-themed club night", NME reported that it "attracts 6,000 clubbers each week", and The Independent described it as "the one London gig that really matters" for "today's pop stars". On Friday 3 October 2008, it moved to famous gay venue Heaven.


Little Mix performed "Cannonball" at the club on December 12, 2011.


Little Mix appeared on August 18, 2012 at the club. They performed their debut single "Wings" as well as covering Rihanna's "Don't Stop the Music", Beyonce's "End of Time", Nicki Minaj's "Super Bass" and En Vogue's "Don't Let Go (Love)".


Little Mix appeared on November 9, 2013 on the show and performed their hit singles from the debut album DNA. The singles were "DNA", "Change Your Life", "How Ya Doin'?", "Wings" and latest single, "Move".


Little Mix appeared on July 4, 2015 at the club and performed "Salute", "Black Magic", "Move" and a cover of RuPaul's Sissy That Walk.