Kanye thrilled his wife, Kim Kardashian, on Thursday, February 14, when he decorated the couple's living room with roses and persuaded the saxophonist to play for her.
Kenny performed his track "Forever in Love" and Kim's favourite "Wizard of Oz" tune, "Somewhere Over the Rainbow", as he stood among the sea of flowers, watching the Wests dance and shower each other with kisses.
Kim took to Instagram to share the magic moment as Kenny played, tweeting: "NO BIG DEAL KENNY G IN MY LIVING ROOM!!! Happy Valentines Day," alongside a video of her special guest playing his sax.
Clearly impressed by Kanye's romantic gesture, she later added: "(Best) husband award goes to mine!!!! Most thoughtful gifts ever!!!"
"Happy Valentine's Day Babe!!! I love you so much!"
Now, Kenny admits the big surprise came together on Wednesday night and he was flattered to be asked to perform for Kim.
"I get a few emails from friends of Kanye... saying that he would like this to happen: 'Am I in town?'," the easy listening star tells TMZ. "I happened to be home and he doesn't live that far from me, so I thought, 'Sure, let's do this. It sounds really fun!' It was very last minute."
After his performance, Kanye took Kenny to his studio and played him some new tracks and the sax player is now hoping to spend more time with the rapper.
"We had some conversations so let's see what would happen...," Kenny G adds. "This saxophone will sound great with his music... I know it will."
The "I Kissed a Girl" singer and her actor boyfriend became engaged on Thursday.