Bjork has never been one to embrace celebrity stardom, always skirting the perimeters of the mainstream, so we were not expecting a greatest hits set.
The 42-year-old is on an extensive world tour to promote her avant-garde album Volta.
It's a departure from the more insular romanticised domesticity of her previous two albums Medulla and Vespertine for which she drew from a new relationship with partner Matthew Barney and a new phase of motherhood. While focusing on Volta, she dipped into the albums across her career with the exception of her earliest album the clubby Debut from 1993.
Bjork never performs a live show by halves.
Last night the fantastic visual display of green lasers, and colourful confetti was a spectacle to match her inventiveness musically. No expense was spared; for this show, she had an entourage of musicians including Mark Bell of LFO on electronics and beats, free jazz drummer Chris Corsano and a 15-strong group of Icelandic women brass players whom she introduced ingeniously as the Wonder Brass, showing her sense of humour.
They were the first onstage, marching across the front of the red light filled stage which was decorated with fish and frogs pictures on bunting, in costume and fanfare.
But Bjork's billowing shimmering pink dress and hat of rainbow pom poms trumped the lot, as they launched into "Earth Intruders", the opener of her new album.
By third song "Unravel" from Vespertine, she had revealed her raven hair, and her voice was an emotive gasp through the gorgeous song, as she moved slowly across the stage like an otherworldly elfin queen.
She introduced the Malian kora player Toumani Diabate, who played a magical introduction to "Hope" on his 21-string kora. The appearance of Antony Hegarty of Antony and the Johnsons and their duet song to "The Dull Flame of Desire" from Volta drew huge cheers. The ensuing duet seemed unsurpassable – the pair's distinctive vocals brought to life against brass, transfixing the crowd. But surpass it she did, with the perfect follow up of "Joga".
The performance more than lived up to its expected beauty, its strings and Bjork's tender and soaring vocals tapping into the depth of emotion which took the night to a still higher realm.
Hearing the pure Icelandic folk song "Vokura" in which she was accompanied by just a harpsichord leaves you with the feeling that you have witnessed a rare treat.
And it was. Bjork varies her set from one show to another, and no two sets are the same.