During the outing, the 20-year-old music artist — who attended the Rock and Roll Hall of Fame induction ceremony last week — snapped a smiley selfie with the Love Song hitmaker.
Rodrigo was dressed comfortably in a gray cardigan with black buttons and she added a black MoMA baseball cap.
The California-born performer added a pair of black pleated trousers as she walked through the Big Apple.
It comes after the singer-songwriter was recognized with six nominations for the forthcoming 66th annual Grammy Awards.
Olivia’s long, rich brunette locks flowed out from underneath her hat as she and Bareilles walked with a fluffy black and white dog.
The critically-acclaimed entertainer wore white socks with a pair of black Mary Jane-style shoes with double buckles.
She carried her belongings in a woven bohemian-style black bag she slung over her shoulder.
Bareilles — who is the winner of multiple Emmys and Tony Awards — was also casually dressed in a light gray sweatshirt, a black coat, black pants, and light brown boots.
Last year, Rodrigo and Bareilles took to the stage to honor legendary songstress Carly Simon as she was inducted into the Rock & Roll Hall of Fame.
The pair have seemingly struck up a close friendship and now fans are suspecting a new project may be in the works between them.
Olivia had plenty to smile about on Saturday as the day prior she learned of her Grammy nominations.
In an Instagram post shared Friday, Olivia acknowledged her Grammys recognition as she interacted with her 35 million followers.
In her caption, she expressed gratitude for the multiple nominations she received for her second studio album, GUTS.
She wrote: ‘6 grammy noms today. what an incredible honor to be recognized by the recording academy in this way. grateful is an understatement!!!!!’
Olivia also congratulated collaborator Dan Nigro for being nominated for a Producer of the Year award as she added: ‘And huge congrats to @dan_nigro for his producer of the year nom, there’s no one more deserving!! second slide is me rn!!!!!’
While attending the Rock and Roll Hall of Fame a little over a week ago, Olivia wore a black mini dress with a halter neck that had a rose detail.
She added a pair of black open-toe platform heels for her red carpet appearance before changing for her performance.
While taking the stage with Crow, Olivia wore velvet tiger print pants with a simple black tank top.
The two musicians each played guitar while harmonizing with each other for the sparkling presentation.