Alicia Keys promoting the concert earlier in the week

Thousands of fans gathered at a the venue, north of Beijing, for the show, which also featured Boyz II Men.

Lauper caused a stir as she descended into the audience, causing a flurry as spectators stood up and police ordered them to sit down again.

Promoters said some of the proceeds would go to a children's charity.

Cyndi Lauper in rehearsals on Friday

Keys wore a leather jacket and a hat low over her face, as she performed eight songs on the stage, next to one of the wall's immense gatehouses.

"Thank you for having me at the Great Wall," she said to cheers.

Also on the bill were vocalists Nellie McKay and Sylvia Tosun.

Organisers described the show as the first by foreign musicians at the wall, although British club DJ Paul Oakenfold performed there last year.