And pop veteran Sir Elton John made his first appearance at the extravaganza for 30 years.
Security measures at the annual show, at London's Dominion Theatre, were unusually tight.
The Queen arrived at the theatre to be greeted by a six-year-old girl from Kent who presented the royal with a bunch of flowers.
Before the show J-Lo said she was thrilled about performing for the Queen.
She said: "Musically this is one of the highlights of my career, it is an honour to perform in front of the Queen especially in the light of all the events of this
ITV is set to screen the event on Wednesday at 8pm.