Prince only announced the shows last week, April 8, but most of the tickets for the residency are sold out - and he wowed devotees on Thursday with five encores at the end of a musical spectacular.
The show featured a 15-minute version of "Purple Rain" and celebrity friends like Eva Longoria and Javier Bardem joined the pop superstar onstage.
He tested fans two hours into his marathon gig by bidding them farewell and leaving the stage. The house lights were turned up and thousands of fans left the venue content they had seen an amazing show.
But those who stayed 15 minutes were treated to another hour of music when Prince returned to the stage with his band the New Power Generation.
Among the highlights of the set were a funked-up version of his hit "Kiss", "Little Red Corvette" and "Peach".
He also bashed out a handful of covers, including Sylvester's "Dance" (Disco Heat), Bob Dylan's "Make You Feel My Love" and a mash-up of Michael Jackson's "Don't Stop 'Til You Get Enough" and the "Time's Cool".