BBC political correspondent Iain Watson said about 30 people had been at the screening and had given a round of applause, while calling for a debate on the issues raised.
The Dutch prime minister has said the film serves "no purpose other than to offend".
Foreign Secretary David Miliband told the BBC's Hardtalk: "The home secretary made a decision on an individual case as she is required to do."
He added that the film contained "extreme anti-Muslim hate and we have very clear laws in this country".
Mr Miliband also said: "We have profound commitment to freedom of speech but there is no freedom to cry 'fire' in a crowded theatre and there is no freedom to stir up hate, religious and racial hatred, according to the laws of the land."
Cabinet Office minister Liam Byrne said, on BBC One's Question Time: "This guy wasn't coming here to exercise his right of free speech. This guy was trying to come here in order to sow division between us in this country.
"Everything I've heard about this guy tells me he's a bigot and the right place for him is to stay at home."
The Home Office said there was a blanket ban on Mr Wilders entering the UK under EU laws enabling member states to exclude someone whose presence could threaten public security.
"The government opposes extremism in all forms," it said in a statement, adding that it had tightened up rules on excluding those engaging in "unacceptable behaviour" in October.
The home secretary has the power to stop people entering the UK if she believes there is a threat to national security, public order or the safety of UK citizens, but she cannot exclude people simply because of their views.
Earlier this year, a Dutch court ordered prosecutors to put the MP on trial for inciting hatred and discrimination by making anti-Islamic statements.
Labour peer Lord Ahmed, who expressed his concerns to the parliamentary authorities about Mr Wilders' visit, told the BBC: "This man doesn't have any respect for law. He's doing this for publicity and he's seeking that and getting that."
He added: "If this man was allowed into this country it would certainly cause problems within communities around Britain."
The Muslim Council of Britain said Mr Wilders was "an open and relentless preacher of hate".
Lib Dem home affairs spokesman Chris Huhne said: "Freedom of speech is our most precious freedom of all, because all the other freedoms depend on it.
"But there is a line to be drawn even with freedom of speech, and that is where it is likely to incite violence or hatred against someone or some group."
This page is best viewed in an up-to-date web browser with style sheets (CSS) enabled. While you will be able to view the content of this page in your current browser, you will not be able to get the full visual experience. Please consider upgrading your browser software or enabling style sheets (CSS) if you are able to do so.