The concert, held at The Venue, was part of the city's celebrations as 2013 UK City of Culture.
The rockers, who have been a huge influence in the music industry for 30 years, are currently on tour promoting their new album 'More Light.'
However they made a stop in the city, much to the delight of their Northern Ireland fans, performing classic hits such as Loaded and Come Together.
The band's latest single is entitled 'It's Alright, It's OK' and is due out on 6 May.
Belfast based DJ turned producer David Holmes was the supporting act during the concert.
As well as producing Primal Scream's latest album, Holmes has also been overseeing the soundtracks for Hollywood movies.
His list of credits includes the George Clooney and Brad Pitt starring Ocean's Eleven and its two sequels.