The queen of pop played for just 500 fans at HMV on Oxford Street as she tries to up sales of her latest album, American Life.
She arrived at the shop in a bullet-proof car, even though she only lives around the corner with her film director husband Guy Ritchie.
Heavy security at the gig
Dressed in a black beret, polka-dot blouse, black trousers and heels, she took to the stage 90 minutes later than scheduled.