We know this: Megan Mullally has been absolutely hilarious on “Will & Grace” and “Parks and Recreation,” along with many other gigs. So it shouldn’t come as a shock that she displayed a deft comic touch when performing with her band Sunday at the Katharine Hepburn Cultural Arts Center in Old Saybrook.

Maybe a little more surprising: what a gifted singer she is.

She was in concert with her band Nancy And Beth, where Mullally shares headliner status with Stephanie Hunt, who played Devin Boland on “Friday Night Lights.”

As the singers of Nancy And Beth, Mullally and Hunt created sumptuous harmonies. Mullally’s voice had slightly more attitude and oomph, while Hunt’s was smooth and delicate. Whatever the alchemy, it made for a perfect blend.

Trying to describe the songs they sang by squeezing them into one neat category, though, is an impossibility. The numbers ranged from George Jones’ “He Stopped Loving Her Today” to Rufus Wainwright’s “Vibrate” to Gucci Mane’s “I Don’t Love Her” to one of my favorites of the night, their stomping take on Wynonna Carr’s bluesy “Please Mr. Jailer.” Yet, in Nancy And Beth’s hands, they all seemed of a piece, with a throwback, harmony-happy sound and eccentric delivery.

Let’s talk about those eccentric elements. It was a concert of twinning. Both Hunt and Mullally wore hip green suits, white graphic Ts and white shoes. They both donned “Annie Hall”-ish glasses and wore their brown hair long, with bangs. They were like performance-art doppelgangers, even though Mullally noted that she’s 30 years older than Hunt (and then said that makes Hunt 6 year old; “she’s in the 99th percentile in height.”) Mullally is actually 58, but you’d be hard-pressed to guess that. As much as Nancy And Beth is a team, Mullally bubbled with such unforced charisma that, whether she intended it or not, she was still the star of the show.

The song performances were, for the most part, stylized and offbeat. The facial expressions tended toward deadpan. The women usually did identical choreography, standing side by side and facing the audience. The choreography by Mullally pulled from a variety forms, with hints of Fosse here, tap there. After one modern-dance-flecked number, Mullally said that’s what comes from watching too many episodes of “So You Think You Can Dance.”

For “Everybody Loves a Lover,” the moves included the women bending at the waist and snapping their fingers as if they were in an old musical (or were gang members in “West Side Story”) and later seguing in an exuberant variation of patty-cake. Plenty of the choreography was subtle — an arm floating to the side, a leg extending forward. But there were also moments of extravagance; during “Fine Brown Frame,” Mullally and Hunt sat backwards on chairs, their backs on the seats, and dropped their heads down and lifted their legs in the air.

As for the music itself, Nancy And Beth’s version of Gucci Mane’s “I Don’t Love Her” was uproarious, as the sexist sentiments got a different twist by having women sing them (and, no, the lyrics can’t be repeated here). Afterward, Mullally sardonically called that a “great feminist anthem” and said, “Gloria Steinem, I believe, wrote that one.” She then quipped that it has become a classic children’s song.

Two of the most memorable moments of the night, though, were played straight. Back-up vocalist Petra Haden joined Mullally and Hunt for Joni Mitchell’s “Blue,” the trio standing shoulder-to-shoulder, no choreography, and singing the number with grace and emotion.

The same went for their version of Pops Staples’ “Waiting for My Child,” where Hunt and Mullally stood with their hands in their pockets, swaying. Their vocal delivery of the gospel piece was simply powerful. Mullally said she was sending that number out to the family of Philando Castile. Castile was shot and killed by a St. Anthony, Minnesota, police officer during a 2016 traffic stop. A little over a week ago, that officer was acquitted on all charges; today, the family settled for $3 million with the city of St. Anthony.

While plenty of actors have decided to try to be singers, Mullally and Hunt are no newbies to the field. They’ve both been in bands before. Hunt is a vocalist and a musician who started playing the violin as a kid, and Mullally has been in Broadway musicals.

Still, in concert, Mullally did display her way with a comic story. She provided the night’s patter, including an anecdote about meeting Mick Jagger at a party. She thought he was vibing with her — but later learned from someone else that he thought she was Tina Fey.

The band backing up Mullally and Hunt was a crackerjack unit: Joe Berardi on drums, Datri Bean on keyboards, Sophia Johnson on guitar, and Andrew Pressman on bass.

Nancy And Beth, which released their first album in April, are the real deal. They’re playing the Grand Ole Opry and the Newport Folk Festival after this.

If you missed the concert, well, that’s a shame. But you can play catch-up: the show was filmed for the third season of the PBS series “The Kate.” It will air in the spring of 2018.