The British singer told the audience, including survivors, that they had to honour the dead and celebrate life.
There was a minute’s silence for those killed in the French capital by jihadists from so-called Islamic State.
The co-ordinated attacks in Paris in 2015 left 130 people dead.
Sting will donate the proceeds from the show, which took place on the eve of the first anniversary of the attacks, to two survivors’ charities.
“We will not forget them,” Sting said, speaking in French, before starting his hour-long set shortly after 21:00 (20:00 GMT).
The performer began with the song Fragile, singing: “Nothing comes from violence and nothing will.”
Concert-goers, who began arriving hours before the performance took place, were in a defiant mood ahead of the show.
“Sting is part of our youth but we also decided to come because of the Bataclan,” a man, who gave his name only as Stefano, told PA news agency. “We hesitated at the beginning but we decided that life must be stronger.”
The Bataclan has been renovated entirely since the attack.
BBC 5 Live’s Nick Garnett, who was at the concert, was searched three times before he was allowed to enter.
He tweeted: “The strangest atmosphere. The Bataclan has been repainted, renovated but it’s still so vibrant with the horror of a year ago. #Paris”.
The Bataclan was the last place the militants targeted on Friday, 13 November 2015.
The co-ordinated attacks had already struck the Stade de France and restaurants filled with people enjoying their evening.
The 130 people who lost their lives that night will be remembered in a series of low-key events over the weekend.
But the concert at the Bataclan, where about 1,500 people had been watching American band Eagles of Death Metal when the gunmen burst in last year, is one of the most symbolic.
Jules Frutos, who has co-run the venue for the last 12 years, told AFP news agency: “We had to go on after such horror and not leave a mausoleum, a tomb.”
The 1,000 tickets made available for the concert sold out within 30 minutes of going on sale.
Hundreds of tickets were held for survivors, and psychologists and counsellors were on stand-by at the venue for anyone needing support.
The concert venue will be closed on Sunday, the actual anniversary, when a plaque is due to be unveiled in memory of those who lost their lives.
The Bataclan is opening again on Wednesday for a series of concerts by British singer Pete Doherty, Senegalese star Youssou N’Dour and British Sixties legend Marianne Faithfull.