ROCK group The Killers have had their first taste of the MCG, describing the home of football as "overwhelming" ahead of their starring role at Saturday's Grand Final.

The Las Vegas band arrived in Melbourne this week, and hit the turf of the MCG on Thursday morning with AFL chief executive Gillon McLachlan.

They had never visited the ground before, and lead singer Brandon Flowers described 100,000-seat stadium as a bit daunting.

"This is [our first visit] and it's a little bit overwhelming, but it's a beautiful spot," Flowers said.

The Killers will play a 16-minute set ahead of the Adelaide and Richmond premiership decider, with a mix of classics and new material set to be included in their Virgin Australia Pre-Game Show.

Flowers also hinted there could be a surprise in the songs they play, with the band having previously played Waltzing Matilda on a previous tour of Australia.

The Killers, who this month released their fifth album Wonderful Wonderful, say the gig will be one of the biggest of their career since bursting onto the music scene in the early 2000s.

"We've never done a gig like this before. We've played in stadiums before but never played a sporting event," Flowers said.

"We've played a couple of festivals where they might have been a few more people, but this is one of the biggest gigs we've ever played for sure."

The Killers, whose set looks likely to include hits such as When You Were Young, Somebody Told Me and Mr. Brightside, refrained from picking a favourite side, but did say they had watched some AFL highlight reels since being locked in to perform at the Grand Final.

Flowers also said he had seen the infamous Grand Final performance from Meat Loaf in 2011, which continues to get panned years later.

"Poor Meat Loaf. I feel bad for Meat Loaf, the flack he gets," he said.

"I did watch it. I'm not going to trash talk Meat Loaf. It takes guts to go for it like Meat Loaf goes for it, and a lot of people don't go for it like that. He gives it his all, that's one thing you could say."

The Killers will also play a free show at the Virgin Australia Premiership Party after the game, with fans able to gain access from 6pm.

McLachlan said the AFL would keep tabs on capacity with a big crowd expected.

"This year it feels like we might need to manage the capacity. We can fit a lot of people in and it is a free show – it's not just for those who have Grand Final tickets. It's for anyone who wants to come … clearly subject to capacity," McLachlan said.

"They'll be playing out here onto the stand and we can get people onto the ground, so we want to get in as many people as we can, but clearly there's a chance that if Richmond wins no-one leaves, and then there's 30,000 outside.

"I think we can fit everyone in and come down and celebrate whoever wins."