The singer was fresh from an appearance at nearby Brent Magistrates Court, where he was banned from driving for two years.
He was also sentenced to 100 hours' community service for driving while unfit, after being found slumped at the wheel of his Mercedes in October last year.
As he left court, Michael said: "I am glad to put this behind me and now I'm off to do the biggest show of my life."
At Wembley, the star spoke to reporters minutes before going on stage to make musical history.
He said: "It's an amazing honour because I have felt a huge association with Wembley from when I was a child.
"We've got a few surprises, some things fans have not heard for a while. People can expect one of the best shows they have ever seen."
Asked how the events in court had affected his preparations, he replied: "Not at all, not in the slightest. It's just nice to have it out of the way."
The star kicked off his European tour last month with a sell-out concert at the Aarhus Stadium in Denmark.
The UK leg of his 25 Live 2007 Stadium Tour will also take in Manchester, Glasgow, Plymouth and Norwich.
Michael is also visiting France, Italy, Belgium, Germany, Slovakia, the Czech Republic, Sweden, Holland and Hungary.