The answer is...we don't know for sure. Kacey Musgraves may have performed naked on Saturday's "SNL". She definitely wanted to make it look that way.
She sang "Justified" while sitting on a stool with her guitar on her lap, and all you see is skin and her cowboy boots. The lighting was dim, although there was a spotlight at the very end, but even then you couldn't tell.
It was a nod to "Forrest Gump" when Robin Wright as Jenny did the same thing. Kacey even Tweeted the pic of Jenny from behind and you see her naked backside.
Kacey's second song was "Camera Roll", and this time she was fully clothed, although, ironically, with bare feet. Both songs are from her new album, "Star-Crossed". (Here's the Justified" clip. The spotlight is at 3:09.)
There's a Reddit thread about it, and a couple of audience members were pretty sure she was either naked or very close to it. There were walls blocking their view before the performance, and staff wrapped her in large towels after she finished.