It might have been just his second concert in three years but Robbie Williams thrilled 900 Aussie fans on Wednesday night.

Promising to "entertain the shit out of you", Williams was greeted with deafening screams from the crowd at the "intimate" Mastercard gig at Sydney's Metro Theatre.

Kicking off with Bodies, the 35-year-old performer sang several tracks of his new album Reality Killed The Video Star, including Morning Sun, Deceptacon, Won't Do That and Starstruck.

But it was the old hits like Rock DJ, Come Undone, Love Supreme, Feel and Angels (with the word angels changed to ninjas through the song for a fresh twist) that almost lifted the roof off the venue as the audience sang word for word.

It even inspired a marriage proposal from one loved-up fan to his girlfriend - she said yes.

"Thank you for making me feel so welcome," Williams told the crowd.

"It's only my second gig in three years. We can still do it though, can't we?"

The singer ended the show with an Australian flag draped around his shoulders, promising to be back.

"Should I come back down soon and do a big gig?" he asked, to cheers from the crowd.

"Australia is a really, really fantastically special place.

"One day I will come and live down here."

On Thursday night he will hold court at the ARIA Awards, his only other Australian performance.

When asked by the media on Wednesday what he thought of the Australian record industry, Williams showed he has got the industry patter down pat.

"I think it's brilliant - it's the best it's been," he said with a smile.

"You have all of these artists that come out all of the time, singing these songs, and doing great videos and stuff. So thumbs up everybody."

© AAP 2009