Billboard.com said Monday night's show marked only the second time a rap act has perform there. Wyclef Jean, accompanied by guests Stevie Wonder, Eric Clapton and Whitney Houston, took the stage there in 2001.
Jay-Z performed for a crowd of 2,800 while backed by an orchestra and band. Among the songs he sang were "I.Z.Z.O.," "Glory," "Hard Knock Life," ''99 Problems" and "Dirt Off Your Shoulder." Alicia Keys also dropped by to help out on their duet "Empire State of Mind," Billboard.com said.
Proceeds from the show are intended to benefit the United Way of New York City and the Shawn Carter Scholarship Foundation.
Among those who attended the concert were entertainer Liza Minnelli and Jay-Z's wife, Beyonce, who gave birth to their first child, Blue Ivy, last month.