The transition is now complete, with former Anthrax guitarist Rob Caggiano performing his first show with Volbeat earlier this week. The rocker took the stage alongside his new Volbeat bandmates during a gig at Store Vega in Copenhagen, Denmark Tuesday (Feb. 19) night.

Caggiano recently left his post as guitarist for Anthrax, surprising many in the process. The musician, who has really seen his production career take off in recent years, alluded to the fact that he was up for more musical challenges upon his departure from Anthrax.

The first major producing job revealed upon his exit was taking the reins on Volbeat's upcoming disc, 'Outlaw Gentlemen & Shady Ladies.' However, as the recording process continued on the album, the guitarist received an invite from Volbeat to join their band and he accepted.

Caggiano stated, "I came to Denmark to produce the new Volbeat record, which in and of itself has been an incredibly exciting adventure from a producer's perspective. However, I'm extremely happy to say my relationship with these guys will not end there as it turns out … it's just the beginning."

The guitarist also cited how inspired he was to "be creative again on a songwriting level," and added, "Words can't even describe it and the vibe between Anders, Jon and Michel and I is just awesome."

Volbeat's 'Outlaw Gentlemen & Shady Ladies' album arrives April 9, and they'll return to North America for a headlining tour with Danko Jones beginning March 9 in Dallas. Footage of Caggiano performing 'Sad Man's Tongue' with Volbeat can be seen below.

Watch Rob Caggiano Performing With Volbeat on 'Sad Man's Tongue'