Fans of the band as well as concert goers flocked to Twitter to review the event as it happened.
“The best I've ever seen. No words can describe the feeling. Sweden's pride,” tweeted fan @martenssonm.
Another Tweeter, @MrsThibault, wrote: “I'm enlightened. Nice that someone filled the empty room left by Ace of Base.”
Meanwhile, Swedish House Mafia fan @LinaLundgren0 trumpeted: “Last night was totally and insanely unforgettable.”
In the crowd were Sweden's Prince Carl-Philip and Swedish pop singer Håkan Hellström, according to the Aftonbladet newspaper.
The band, which consists of Axwell, Steve Angello and Sebastian Ingrosso appeared on talk show Skavlan on Sveriges Television (SVT) before the show, explaining that their imminent split would allow a new focus on their own individual lives.
“It's tough having two families, two careers. Both Swedish House Mafia and our individual careers have become bigger,” Ingrosso told the host, Fredrik Skavlan, whose show is set to broadcast on SVT 1 on Friday night.
Despite the group's relatively short time in existence, the trio has gained significant success and a global clubber following.
Their first official single, One (Your Name) released in May 2010 peaked at number 7 in the UK Singles Chart. The group's second single Miami 2 Ibiza reached number 4.
The massive success of a third single, Save the World, further established the trio's burgeoning reputation and a December 2011 date at New York's legendary Madison Square Garden was sold out in nine minutes.
Most recently, their September release Don't You Worry Child has topped charts in the UK, Sweden and Australia.
For now, the band is only two shows away from the start of their indefinite hiatus, with the next gigs forecast for Friday and Saturday night.
"We want to thank every single one of you that came with us on this journey,” the group wrote on their official website.
“We came, we raved, we loved.”
Live version of the hit song Don't You Worry Child