Then, as tens of thousands cheered, she threw off a pair of high stiletto heels in favor of white moccasins, donned a white electric guitar and settled into an intense rendition of some of her best known songs, including "Rehab."
Winehouse delivered a strong vocal performance accompanied by her octet plus two male backing vocalists.
The singer won five Grammy Awards, including best record, best song and best new artist, in early February, but her musical success has been overshadowed by her tumultuous private life and public struggles with drugs and alcohol.
Last month, her father said she developed emphysema from smoking cigarettes and crack cocaine, although her spokeswoman has said Winehouse only has pre-emphysema symptoms.
Once finished at Rock in Rio, she did not stay for an encore and left the outdoor concert venue by helicopter.
Winehouse's manager, Michael Jobson, told national broadcaster RTVE that the singer had looked forward to singing in Madrid after appearances in Portugal and Hyde Park, London.
English band Jamiroquai followed Winehouse on stage, with Colombian pop singer Shakira topping the bill.
The Police, Bob Dylan, Lenny Kravitz, Alejandro Sanz and Franz Ferdinand were all due to perform over the weekend.
Organizers said around 350,000 people were expected to have enjoyed music at the newly inaugurated concert site by the end of the festival.
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