But he put on a typically confident show at the Roundhouse, playing a 15-track set, including seven songs from his new album Reality Killed the Video Star, to 3,000 people and the crowd treated him as a returning hero.
"It's a bit nerve-wracking - first gig for three years," he told fans. "Thank you for making me feel comfortable."
A widely criticised appearance on ITV's X Factor increased the pressure on his full comeback.
He put his shaky performance on the ITV1 show down to fear, likening himself to a "deer in the headlights".
During his first two songs, the new tracks Bodies and Morning Sun, he seemed stiff and unsure. But the third track, Come Undone, was the first old tune of the night and the first where the fans could sing along in full voice. As his fans sang the words back to him, his confidence returned.
After the show, fans were convinced that Williams was back to his best.
"A long time waited and he didn't disappoint," said Kirsty Stirling, 35, from Gosport, Hampshire, who has seen the star live 35 times.
"He looked like he absolutely loved it, so if he was nervous he hid it really well."
Hayley Willerton, 28, from Peterborough, said: "The venue was great and his performance was amazing after mixed reviews from X Factor."
In the front row of the balcony, Ant and Dec were singing along to Angels with singer Will Young, Dragons' Den's Peter Jones and Gavin and Stacey's James Corden.
The singer also paid tribute to Take That's Gary Barlow, who suffered a family bereavement last week. "I'm sending my love to you," said Williams. "I know it's been a tough week."
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