The 29-year-old singer dressed up as Sophie Turner's Sansa Stark for the party, while his girlfriend went wild as an elephant.
Posting an Instagram shot of himself all dressed up in a vintage green gown and red wig, surrounded by his pals, Jonas added the caption: "another Saturday Nite".
They weren't the only celebrity couple dressing up for a little pre-Halloween fun - Ariel Winter and her boyfriend Levi Meaden hit the streets as Pamela Anderson and Kid Rock, while her "Modern Family" castmate Sarah Hyland and her man Wells Adams got really creative, arriving at Just Jared's costume party as 'Taco Belle'.
The actress wore a taco outfit, while her boyfriend dressed up as Belle from "Beauty and the Beast".
Perhaps the best celebrity ensemble of this Halloween season was George Clooney's costume mash-up with his pals Rande Gerber and Cindy Crawford - the Casamigos founders hit the tequila company's holiday party dressed as airline pilots, while Cindy wore a sexy stewardess outfit.