After releasing his debut solo album on Friday the former One Direction star announced the intimate show, at a north London club, via Twitter.
The Garage in Highbury has a capacity of just 600 people so it was first come, first served.
Tickets were £10 and Newsbeat caught up with a few of the lucky fans who managed to bag one.
Chiara, 21, didn't even manage to get dressed: "I'm wearing my pyjamas with the Little Mermaid and everyone inside was saying, "are you wearing this tonight at the gig" and I actually might as it's fancy."
She jumped straight on a bus once her friends had messaged her.
But not before grabbing some cash, "My flatmate was having breakfast and as I was putting my shoes on I asked him if he had any cash and he said yes."
"I arrived just ten minutes before they were sold out so I'm probably gonna cook for him for like the whole month now, he's the best flatmate ever."
Sofia, who's 23 and also from Italy, flew into the UK yesterday because Harry Styles was on BBC Radio 1, "he's my everything and I want to marry him".
She based her whole trip here around Harry "I'm crazy, no?"
"I was on Twitter. I knew there was secret showing coming," die hard fan Guerino, 24, tells us. He's from Italy and has been living in London for the past four years.
"I live on the other side of London. I rushed and I was one of the last few to get a ticket and I'm so happy, so happy."
Guerino says he's got rather close with Harry, "We know each other - it's this hardcore group of 100 people or so - he knows us and we know him and we know the other guys in One Direction.
"Today Harry did a very fair game, whoever's in London and can get there - first come first served."
"I was lucky, I got very lucky."
It was one ticket per person and you had to be present to get a wristband.
"It's a happy ending story as everyone got in from our little group," adds Chiara.