Kate Bush, 56, received a standing ovation as she closed the show with Cloudbusting, from her 1985 hit album The Hounds of Love.
The singer was appearing at London’s Hammersmith Apollo – the scene of her last live show in 1979.
Tuesday’s three-hour set kicked off a run of 22 shows, titled Before the Dawn, which sold out in minutes.
Afterwards, she thanked fans for their “warm and positive response”.
Backed by seven musicians, Kate Bush opened the show with Lily, from the 1993 album Red Shoes.
There was a huge roar from the crowd as Kate Bush appeared on stage – barefoot and dressed in black – leading her five backing singers.
She later introduced one of the backing chorus as her teenage son Bertie who, the star said, had given her the “courage” to return to the stage.
The first half of the show included the 1985 single Running Up That Hill and, from the same Hounds of Love album, the song suite The Ninth Wave – which combined video, theatre and dance to tell the story of a woman lost at sea.
The second act was dominated by songs from Kate Bush’s 2005 album Aerial.
There were no songs from Kate Bush’s first four albums, which meant fans did not get to hear early classics such as Wuthering Heights, The Man with the Child in his Eyes or Babooshka.
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