The Swedish musicians, who were married until divorcing a year before the influential pop group split in 1982, were at the arena in Queen Elizabeth Olympic Park, where fans were treated to new songs added to the ABBA Voyage show.
Andersson and Lyngstad said: "When we first opened we never imagined that we'd still be in London three years on. We're very grateful that so many of you have joined us.
"Of course, the reason for us being able to sustain our concert for so long is because of our incredible audience."
The new tracks added to the concert's setlist included hits The Name Of The Game, Super Trouper, Money, Money, Money and Take A Chance On Me.
Famous faces including British singers Elvis Costello, Myleene Klass, and Mahalia along with U2 star Adam Clayton, author and Pointless star Richard Osman, comedian Rob Brydon and Poldark actress Eleanor Tomlinson were in the audience.
Since opening in May 2022, the series of shows that brings to life younger versions of the ABBA members through "ABBA-tars", and a 10-piece live band has had more than three million visitors, and according to consultancy Sound Diplomacy, brought an estimated more than STG1 billion ($A2.1 billion) to the UK economy.
The concert series was created by the Swedish group, directed by Flashbacks Of A Fool director Baillie Walsh and produced by Svana Gisla and Andersson's son Ludvig.
ABBA were the first Swedish winners of the Eurovision Song Contest, performing hit song Waterloo in 1974 in Brighton.
They have had a string of chart-toppers including Gimme! Gimme! Gimme!, Dancing Queen, Super Trouper, The Winner Takes It All and Mamma Mia!
The group split in 1982 after 10 years but reunited and released their first new music in almost 40 years with their ninth studio album Voyage in 2021, which topped the UK album charts.