The 43-year-old singer took to the stage at the rebuilt north London venue in front of 90,000 fans on Saturday night.
His two-and-a-half hour set drew from his Wham! days and his Grammy award-winning solo career. Four songs from the concert were broadcast live on Channel 4 as part of the George Michael: The Road to Wembley special.
Michael performed several times at the old Wembley Stadium, which was closed in 2000 and demolished in 2003.
He told the crowd: "I'm actually here, I don't believe it. For the most amazing, God-given 25 years, I thank you all."