The concert audio was mixed by Rick Camp, the same engineer who mixed at the concert venues. It is uncommon for mix engineers to specialize in both live and recorded mixing. For Camp, "Mixing Beyoncé is a pleasure because she's a real singer and makes it easy. There is hardly an overdub on this project — it's 95 percent live Beyoncé." He further talked about the collaboration with Beyoncé with Mix magazine, saying: "In my 22 years of mixing, I've never come across anyone who could deliver like she does: vocally and her ability to do a show. I've seen this young woman run across a 60-foot stage, hit every note and never miss a thing. And that makes my job so much easier."
On stage, Beyoncé was backed by several male and female dancers performing choreography during the show. DJ Diamond who served as a DJ during the performances and a backing band provided the music. The performance starts with footage of the crowd during the concert cheering before the appearance of Beyoncé. The curtains are lifted to reveal the stage and Beyoncé appears in red clothes hanging upside down while being taken to a sofa on the stage with a harness singing "Baby Boy". She is backed by a big screen and several dancers on stage who perform a choreography around her. She later starts dancing with them as the song plays and a breakdown towards the end is also featured. She asks from the girls in the crowd to sing to "Naughty Girl" as she dances with background dancers while the words "Naughty Girl" are displayed on the screen behind her. Towards the end of the song she performs portions of Vanity 6's song "Nasty Girl" (1982) as a short dance break. The lights are turned off and later silhouettes of Beyoncé and her dancers appear performing a choreography in front of the screen which is colored white while a backing track is played. She continues to perform a cover version of Little Willie John's song "Fever" wearing white pieces of wardrobe backed by four male dancers. The words "Pure Players" start appearing on the screen as a man's voice says them and "Hip Hop Star" is performed next with Big Boi's and Sleepy Brown's vocals played on a backing track while Beyoncé performs a choreography with several background dancers. "Yes" is performed with Beyoncé and her female dancers dancing on a fence. "Work It Out" follows and Beyoncé tells the fans that she's going to "slow it down" for the performance of "Gift from Virgo" as she hangs in the air on a yellow curtain wearing a yellow dress. In the middle of the song, she is taken down to the stage where she continues to perform the song.
She continues telling to the crowd that she would sing a song from Dangerously in Love further asking the attendees how many of them have the album. She then introduces "Be with You" as one of her favorite slow jams and starts singing it. For the beginning of "Speechless" she sits on a chair singing the song. She asks the fans in the arena to cheer and announced "Well, this is my very first solo tour as an artist and I'm very happy to share this wonderful experience with you all tonight in London". She then starts performing a short Destiny's Child medley beginning with "Bug a Boo". Beyoncé then tells the story about the group's first single "No, No, No Part 2" and continues performing the song. "Bootylicious", "Jumpin' Jumpin'", "Say My Name", "Independent Women Part I", "'03 Bonnie & Clyde" and "Survivor" are performed afterwards as part of the medley. She introduces the next song "Me, Myself and I" saying that she wrote it for all the ladies, "I thought it was something we all need to hear. When we get in these relationships they don't work out. Sometimes we blame the man, we blame another girl, we blame ourselves. But I think we should take every experience and learn a lesson out of it, even the bad experiences and I want all the ladies to know that we will never disappoint ourselves. You'll always have yourself." She introduces the next song "Summertime" as one of her favorite songs asking from the crowd to dance further performing a step dance while footage of flowers was projected on the screen. The lights go out again and Beyoncé appears wearing a grey, sparkly dress for an extended performance of "Dangerously in Love" surrounded by smoke. After the word "Beyonce" is written on the screen several times, she appears on a staircase wearing a long shirt as the opening lines of "Crazy in Love" start and the song's music video is projected on the screen. Beyoncé then continues singing the song and performing its choreography with her female background dancers and confetti are dropped on stage during the end of the performance.
Website Allmusic graded the album with three-and-a-half stars out of five. A writer further praised the CD of the album, writing that "a fun, late-1970s/early-'80s vibe pervades the record". The writer added that the album "opens with a sexy cover of... 'Wishing on a Star'... 'What's It Gonna Be' drips honeyed harmonies over a funky beat, while 'My First Time' falls somewhere between Rufus and Shalamar, with its dreamy '80s-funk-fueled R&B." He further praised the soulful slow-tempo remix version of "Crazy in Love" and the high-powered techno reworking of "Baby Boy". The DVD was also included in Vibe magazine's list of "Get in Tune With New Music" in June 2004. In an interview with The New York Times in 2007, American singer Miranda Lambert stated that she admired Beyoncé's performance in Live at Wembley, saying "The charisma and the confidence — she’s the ultimate diva." She further revealed that the album inspired her to "take little bits from that [Beyoncé's performance]" for her live shows.