Jackson, who died last week, was due to perform a series of 50 farewell concerts at the venue from 13 July.
As Madonna sang Holiday she was joined by a dancer dressed in Jackson's unmistakable style of sequined jacket and sparkling white glove.
Madonna told the crowd: 'Give it up for one of the greatest artists the world has ever known - long live the King!'
Pictures of Jackson as a boy flashed up on a giant screen as the dancer moon-walked across the stage to the strains of Billie Jean.
He went on to perform some of Jackson's signature moves to Wanna Be Starting Something.
An estimated crowd of 17,000 watched Madonna perform at the first of two concerts in London this weekend.
She moves on to Manchester on Tuesday, followed by several dates across Europe.
Madonna closed the show with Give It 2 Me, and donned a jewelled glove, along with her dancers, in a final, simple, tribute to Jackson.
Lyrics from his hit Man In the Mirror scrolled across the screens. It read: 'If you want to make the world a better place, take a look at yourself and then make the change.'
The tribute, albeit brief, impressed fans at the O2. Victoria Mears, of Billericay, Essex, said: 'I really liked it. It seemed very fitting for the queen of pop to pay tribute to the king of pop.'
Nina Lawrence, 32, of Bishop's Stortford, Hertfordshire, said: 'It thought it was good, but it was a shame she didn't sing one of his songs as a tribute.'
And Helen Levy, 30, of Winchester, Hants, said: 'She seemed very passionate when she spoke about Michael Jackson. It's clear that he was a great inspiration to her.'
From BBC News










As they says, Madonna is always ahead of everybody. She indeed sang "Billy Jean" in Like A Virgin in 1985. I guess as early as that, the Queen knows how to appreciate the musical knowledge of Michael Jackson.
Long live the Queen.... :)
Posted by: Jerome | Monday, 06 July 2009 at 07:33 AM
She has sung one of his songs before, for those who remember the Like a Virgin Tour, she sang a bit of "Billy Jean". I think her tribute for very formittable and appropriate. You got any other artists out there doing what she's doing right now?
Posted by: John Aiu | Sunday, 05 July 2009 at 01:11 PM