- March 20, 2001 - Elmo (via satellite)
- September 4, 2001 - Elmo (via satellite)
- September 24, 2002 - (Chicken Dance) Elmo (via satellite)
- November 25, 2003 - Miss Piggy (via satellite)
- March 8, 2005 - Grover
- July 11, 2006 - Elmo and Kevin Clash
- July 22, 2007 - Elmo, Bert and Ernie (prerecorded)
- July 13, 2008 - Elmo
- September 20, 2009 - Elmo (prerecorded)
Elmo appeared on March 20, 2001 as the first Muppet guest on Rove Live via satellite. In the interview, Elmo talked about about how "nasty" Vegemite tastes, and at one point, barked, "Get your facts straight, Rove!" Kevin Clash's head was briefly visible during the segment in which Elmo was dancing. Rove later described the interview as "the coolest thing I have ever done."
In 2003, Miss Piggy appeared on the show via satellite and hassled Rove for not flying her out to Melbourne for the interview. She complained that even the background was fake. The interview was to promote It's a Very Merry Muppet Christmas Movie. Rove questioned Piggy about punching co-star Joan Cusack in the stomach. Piggy replied: "What Hollywood star doesn't dream of punching a Cusack in the stomach?"
In 2007, Rove interviewed Elmo, Bert and Ernie on the set of Elmo's Christmas Countdown in New York City.
In 2008, Elmo appeared for the second time in the studio. He and Rove discussed climbing the Sydney Harbour Bridge - which resulted in urine jokes. Elmo clearly realized he went too far at one stage, and added, "Oh, that's terrible" to a joke he'd made about orange fur (red and yellow making orange). Elmo also seemed to know about the the current state of the US economy and the price of a barrel of oil when he asked, "Do you know how much it costs to fly yet? Do you know how much petrol costs?" Elmo later joined the cast in their final segment "These Things We Love", where his contribution was, "Elmo likes wasabi - that's why Elmo doesn't have any eyelids". (This was in reference to Rove's interview with "Elmo's good friend" and Muppeteer Kevin Clash, who allowed Elmo to say the same thing during his interview.)
In 2009, after a short montage of Elmo's previous appearances, the monster made a brief appearance in a prerecorded clip, wishing Rove a "happy, happy tenth anniversary," before vandalizing a photo of Rove.
- YouTube - Elmo's second appearance (2001)
- YouTube - Elmo's third appearance (2002)
- YouTube - Elmo's fourth and Kevin Clash's appearance (2006)
- YouTube - Elmo's fifth appearance (2007)
- YouTube - Bert & Ernie's appearance (2007)
- YouTube - Elmo's sixth appearance (2008)
- YouTube - Elmo's seventh appearance (2009)