Blur frontman Damon Albarn said the band had been waiting all their lives to play Wembley at the first of two gigs at the stadium.
The Britpop survivors delighted the massive crowd with a 25 song set comprising all their greatest hits and a few surprises.
Blur had not played a major UK show since London’s Hyde Park eight years ago, but were match fit for Wembley after several a series of warm-up gigs and appearances at European festivals.
They had to pull out of a show in France on Thursday because of a knee injury to drummer Dave Rowntree, but he showed no signs of it during more than two hours on stage.
Albarn said early on: “We’ve been waiting for this moment all our lives – it’s lovely to share it with you.”
Blur proved they are still looking forward by opening with St Charles Square, from the new album The Ballad Of Darren, to be released on July 21, with a second track from it, The Narcissist, in the encore.
They went back almost to their beginnings with second single There’s No Other Way, then fan favourite Popscene.
Early highlights included Beetlebum, which sparked the first of numerous mass singalongs, and Out Of Time, which inspired fans to light up their mobile phone torches.
Albarn sat at the piano for Under The Westway, introducing it saying: “We haven’t played this song for a while now, but because we’re in London – begrudgingly.”
The singer made several references to the stadium’s long history, getting fans to chant “Wembley, Wembley” at the start of the encore.
And he said: “Like all my generation I have Freddie Mercury at Live Aid indelibly in my memory.”
He added: “It’s the greatest entry to the Wembley stage of all time, let’s celebrate that great man, Freddie Mercury. Genius.”
The band have recently resumed playing Country House, which won their notorious battle with Oasis for Number One single at the height of Britpop in 1995 and it got a huge cheer.
Albarn emerged from what looked like a tent to sing it, wearing what appeared to be a deerstalker hat.
He then said “if you think that’s bad, it’s just going to get worse” before actor Phil Daniels delighted the crowd by reprising his spoken word lyrics on Parklife.
The London Community Gospel Choir took to the stage for an extended Tender in the encore.
But there were no other guests or additional musicians, with Albarn and Rowntree joined by guitarist Graham Coxon and bass player Alex James, the four founder members of Blur more than three decades ago.
The set finished with a rapturously received Song 2, the fans shouting along with the “woo hoo” parts, and a brooding This Is A Low.
The encore included Girls And Boys, the single that launched them to stardom in 1994, and For Tomorrow before final song The Universal.
An emotional Albarn then thanked the fans for making the shows possible and sticking with Blur over the years.
Earlier, new London duo Jockstrap were first on stage, followed by Sleaford Mods, with snooker player turned DJ Steve Davis playing between the sets.
Self Esteem then played, with Rebecca Taylor saying “shout out to Blur for this sick line-up”.
Blur’s second Wembley gig is on Sunday, with Paul Weller and The Selector supporting.