Guitarist Coxon joined his former bandmate on stage for an encore as thunder rumbled and lightning forked across the sky above the main arena the Latitude festival in Suffolk.
After a solo rendition of End Of A Century, Albarn told the crowd: "There are some Blur songs I can play on the piano, but this one would be impossible without the man I wrote it with."
Coxon took to the stage and the pair played hit single Tender to a delighted but drenched crowd.
Coxon left the band suddenly in 2002. Since then his friendship with Albarn was said to be troubled. But the band reformed for a string of appearances in 2009 after saying they had rebuilt their relationship.
They promised to revive the act occasionally in future. Campers face the prospect of a wet and muddy final day - headlined by the Black Keys.