Miley Cyrus Covers Up in London After Liam Hemsworth "Shocked" by Singer's VMA Performance

"He had no idea she was going to go that far," a source tells E! News of the Hunger Games star's reaction

Looks like one of our burning questions from the 2013 MTV Video Music Awards has finally been answered.

Namely, what was Liam Hemsworth thinking after fiancée Miley Cyrus' controversial performance, which saw the sassy singer twerking her face off, stripping down to flesh-colored bra and panties, making raunchy gestures with a large foam finger and grinding up against 36-year-old Robin Thicke?

And if you guessed the Hunger Games hunk was a bit upset by the pop star's booty shakin' show, then you are indeed correct.

"He is embarrassed by her performance," a source tells E! News of the 23-year-old actor's reaction to Miley's appearace at the 2013 VMAs. "He is normally extremely laid back but her performance shocked him. He had no idea she was going to go that far."

Apparently, neither did Cyrus' camp.

"She was caught up in the moment. That's Miley," a source told E! News, revealing that there wasn't as much tongue, twerking and foam finger action from the 20-year-old during rehearsal.

"People need to understand she was just having fun," the insider added.

But just because Liam didn't give Miley's performance two thumbs up, doesn't mean the engaged duo is on the rocks.

While the source says there has been some "tension" between the twosome recently, the insider believes the lovebirds will work past their latest rough patch.

"They go through these phases and things usually work out," the source explains.

Meanwhile, Miles was spotted leaving her hotel in London Thursday, where she opted to ditch yesterday's sheer ensemble for a large blanket (girl's gotta stay warm!). 

The 20-year-old pop star, who's been hard at work promoting her forthcoming album Bangerz, looked tired as she covered herself with a blanket over her head while carrying a pair of leopard-print PJs.

Earlier this week, Miley made waves when she released the music video for her single "Wrecking Ball," in which the pop star swings around on a wrecking ball completely naked.

While the clip has certainly received its fair share of backlash, the video broke Vevo's record for the most-viewed video—receiving some 19 million views in 24 hours.

Cyrus has since responded to the backlash and downplayed the in-your-face nudity to MTV News.

"I think the video is much more [than that]," she said. "If people get past the point I make, and you actually look at me, you can tell I look more broken than even the song sounds. The song is a pop ballad that everyone can relate to; everyone has felt that feeling at some point. If people can take their minds off the obvious and go into their imagination and see what the video really means, it is so vulnerable."

Wonder what Liam thinks?