Queues began forming outside the Electric Ballroom in Camden late at night following mounting speculation of a surprise performance.
The multi-instrumentalist wearing a dark hooded sleeveless top appeared on stage shortly after 12.30am backed by his new 3rdeyegirl band and opened with a slowed-down version of I Could Never Take The Place Of Your Man.
He ended the gig, which showcased new material from his forthcoming Plectrum Electrum record, by telling the crowd of around 300: "You sound like ten thousand. We love each and every one of you."
The "open press soundcheck" followed a secret press conference held at singer Lianne La Havas' house in east London yesterday.
In her living room in front of a fire, the band played two acoustic tracks of what Prince called their "funky rock 'n' roll," including the newly released single PretzelBodyLogic, the Associated Press reported.