Thank you for coming to my party

Madonna

Others changed hands for thousands of pounds on charity auction websites.

The star played just six songs, with support provided by Texas star Sharleen Spiteri, ex-Verve frontman Richard Ashcroft and Goldie.

After a long build-up, Madonna emerged from underneath a giant Union flag, before launching into her first song Impressive Instant.

The star sported a T-shirt emblazoned with her baby son's name, Rocco, on the front and Lola, the nickname for her daughter Lourdes, on the back.

She said to the assembled crowd: "Thank you for coming to my party."

Actor Ewan McGregor was one of the many celebrities at the Madonna gig

Her second song, Runaway Lover, she dedicated to the "lovers" in the audience, before playing her current single Don't Tell Me.

The gig attracted some of the biggest names in music, film and television.

Nicole and Natalie Appleton, of All Saints, DJ Chris Evans, Mick Jagger and Jemima Khan were among the celebrity faces.

Outside the venue Evans said: "She is so good at this. We love her."

Other stars who had managed to find tickets included Natalie Imbruglia, Kelly Jones from the Stereophonics, actor Ewan McGregor, Mel C, and pop star Sting.

Brixton Academy was decked out by exclusive fashion designers Dolce & Gabbana in a midwest style.

Going... going...: Madonna fans bid online

The western look mirrored the video for her latest single, Don't Tell Me, and her new album, Music.

The star was clearly enjoying the concert, saying to the fans: "Are you as happy to be here as I am?"

Before her fourth song, What It Feels Like For a Girl, she said: "I would like to dedicate the next song to all the pop bitches out there, including myself."

She waited until the fifth song before delving into her extensive back catalogue, playing her first UK hit, Holiday.

To end, she called on the crowd to "boogie-woogie", before launching into Music.

Before the concert Madonna had told BBC Radio 1 the performance was "a thank you show to my fans".

"I want it to be more intimate so I purposefully tried to find a venue that held about 3,000 people," she told Sara Cox.

'Nerves'

The 42-year-old admitted that her lack of live performances in recent years had added to her nerves.

She said she coped with pre-show nerves by using up lots of energy.

"I start pacing, I do vocal exercises, chatter on to my hair and make-up people and look at myself in the mirror a lot."

For those without tickets, the show was broadcast over the internet by the MSN.co.uk site.

Earlier in the day a website offering a pair of tickets to raise money for charity received a bid of £1,800.

Two were sold on auction site QXL.com for £1,102 each on Wednesday morning.

There were chaotic scenes as a final 75 tickets were given away by a London record store to early-bird customers.