The singer told the excitable crowd how she had first taken to the stage of the venue when she was five as part of a pantomime, playing “a frog or something shit, or a boy”, before pouring a glass of white wine, sipping it and then passing it into the front row.
The show followed similar gigs in Tokyo and New York and Allen, known for her love of fancy dress, instigated a London tube stations theme for the night.
Allen played most of her set dressed as Queen Victoria, complete with a tiara, ruffled shirt and large Victorian skirt and corset, but she decided to remove her grey and black beaded wig early on.
Members of the crowd wore everything from angel wings (Angel) and rabbit masks (Warren Street) to tennis kits (Wimbledon) and bird suits (Canary Wharf).
Grinning and dancing in front of her four-piece band with her first name spelt out in huge letters at the back of the stage, Allen finished ‘Never Gonna Happen’, by explaining, “I’ve never sung in a corset, its quite hard”, before smilingly telling the photographers in the front row to “fuck off”.
Playing her second album, ‘It’s Not Me Its You’, in its entirety, she introduced a number of acoustic songs by announcing, “This is the lounge part of our set now,” and lighting up a cigarette.
When people in the crowd booed her for smoking she replied, “You got to smoke, its jazzy!” before breaking into ‘He Wasn’t There’.
Leaving the stage to an audience all raising their middle fingers for ‘Fuck You’, Allen later returned for an encore wearing a grey vest and ripped baggy jeans.
She finished the 18-song set by pogo-ing across the stage to her cover version of Britney Spears‘ ‘Womanizer’, yelling out, “Come on London, dance with me!”
Lily Allen played:
‘Everyone’s At It’
‘I Could Say’
‘Never Gonna Happen’
‘Oh My God’
‘Everything’s Just Wonderful’
‘Who’d Have Known’
‘Back to the Start’
‘He Wasn’t There’
‘Not Fair Leading’