The fire started because of stage pyrotechnics, the "Today" show reported.
Jensen's bandmate tried to put out the flames, but then got some help from stage hands. Jensen, meanwhile, kept rocking out, Ultimate Classic Rock reported.
Jensen said he knew what was happening.
"I knew I was on fire right away, and that wasn't a wig. That's my hair. It was really nice and foofy before the show, now I have a much better Alice Cooper cut," he told Ultimate Classic Rock.
Hairball is known for more than just its Kiss performances. The band also does tributes to Van Halen, Motley Crue and Aerosmith, Fox News reported.
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