They were joined by Emeli Sande, Ellie Goulding and Ed Sheeran for a tribute performance 20 years after the 18-year-old was killed in a racist attack as he waited for a bus in Eltham, south-east London.
Watch a teaser for the concert below:
'Unity - A Concert for Stephen Lawrence' was also due to feature performances from Rizzle Kicks and Jamie Cullum.
He would have loved this because he really loved music. I would like Stephen to be remembered as a young man who had a future. He was well loved, and had he been given the chance to survive maybe he would have been the one to bridge the gap between black and white because he didn't distinguish between black or white. He saw people as people.
Tonight's concert was designed to unite communities and draw people of all backgrounds together through music. It saw artists select tracks chosen for their social message.
The concert was held at the O2 Arena in London.