Daria Zhukova's Garage contemporary art gallery in Moscow, housed in a former bus shelter built in 1927 with floorspace of around 8,000 square meters (85,000 sq. feet), will be opened to the public later this year.
A few hundred celebrities and special guests watched Winehouse's set on Thursday night, lasting around an hour.
Winehouse, a Grammy award winner, has grabbed headlines in the U.K. this year for a series of drug scandals, high-profile drinking binges, assault charges, and her husband's conviction for grievous bodily harm.
Gossip magazine OK earlier wrote that Winehouse "appeared at her last show an hour late, covered in bruises and bandages with a highly contagious condition that makes the skin fall off her face."
However, her lucrative Moscow concert reportedly went smoothly.
The BBC quoted her spokesman as thanking Daria Zhukova "for inviting her to such a great night, she thoroughly enjoyed herself."