The new Xbox 360 consoles went on sale at midnight last night and were expected to sell out within half an hour.
Gamers were queuing up for the first consoles by mid-afternoon. Retailers and fans complained that Microsoft had underestimated the demand for the new machines.
Asda's chief executive officer Andy Bond has contacted Microsoft to raise concerns about the number of consoles available, as queues formed at Asda supermarkets in Manchester and Birmingham. Tony Page, Asda's non-food director, said: "Our gripe is that [Microsoft] has seriously underestimated demand and haven't produced enough to go round."
Many UK retailers have sold out of pre-ordered stocks.
The consoles went on sale in the US last week and have already appeared on eBay at inflated prices. Along with Sony's PlayStation Portable console, they are set to be on many a Christmas wish-list.
Neil Thompson, head of Xbox in the UK, said Microsoft was trying to ship enough consoles to meet demand, but said some buyers may be disappointed.
Microsoft describes Xbox 360 as the most powerful gaming and video system so far. It allows users to play games, CDs, DVDs and MP3s and download pictures.