The normally dark-haired Jenner showed off blonde hair with exposed roots, while Hadid, a natural blonde, turned heads with her chestnut brown locks.
Jenner wore a lilac-colored caped top, suede skirt and thigh-high boots to open the show and closed in a form-fitting black dress.
The model shared a photo of her and Hadid's new hair colors on Instagram, writing, "#KenGi swap."
Jenner and Hadid are close friends who have modeled together for Balmain, Chanel and Victoria's Secret.
Hadid's 19-year-old sister, Bella Hadid, is also a model who made her Chanel runway debut in December.
"It's the same thing as dating someone within the industry rather than out of the industry," Hadid said of her friendship with Jenner in February. "You only understand it when you're literally experiencing it."
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"I live with my best friend from high school, but usually I'm going to call Kendall [when people are harsh] because Kendall's the one who will always be like, 'You don't need that, just let it go,'" she said. "And I know that if it's working for her, then it can work for me."
Although she is close with Gigi Hadid and other young celebrities, she recently told Vogue U.K. it's important to her to have friends outside the industry.
"It brings you back to reality and keeps you grounded," she said. "It's definitely hard to find a good friend who is genuine and doesn't really care about that kind of stuff, but you find those people and they are great, it's nice to step out of it with them for a minute."
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