Along with his Aussie teammates, Watson headed to Matthew Street in Merseyside ahead of the fourth Test in Durham following his side's failure to keep the series alive due to rain causing a draw at Old Trafford.
During the visit, Watson took to the stage with a guitar to perform his own rendition of The Killers' song 'Mr Brightside'.
"I gave him a good tour of the club," general manager of The Cavern Billy Irwin told the Liverpool Echo.
"He was really interested in the history of The Cavern and all the bands who'd played there. He said he loved The Beatles and he'd always wanted to visit The Cavern.
"He was looking at McCartney's guitar which is on display at the club and was talking about the fretboard so he knows his guitars. The icing on the cake was when Shane was persuaded to get on stage to do a song."
The penultimate Ashes Test gets underway on Friday.