The singer isn't limiting herself to her own ouvre, telling the crowd to "feel free to lose your minds for the next four minutes" as the band struck up Nirvana hit Smells like Teen Spirit.
The two-hour plus show, which features dancing and aerial acrobatics, wowed fans.
Julie Manson shared the views of many when she posted on Facebook during the concert.
"Pink you have made Dunedin crazy."
The 38-year-old was playing before 37,000 fans - one of the largest crowds for the venue - outside which diehard fans began queuing as early as 8am. Doors opened at 5.30pm.
The Octagon was also teeming with people yesterday afternoon, and Pink fans were not hard to spot - electric pink tops, shocking pink wigs, neon pink leis and strawberry pink wigs were out in force.
Australian band The Rubens opened the show, followed by DJ Kidcutup.
The So What singer kicked off her southern experience with a trippy 360 degree video she posted to her Instagram account during a sound check a few hours before the start of the Kiwi leg of her Beautiful Trauma World Tour.
"We made it! #stadiumsarebigplaces#40000strong dunedin#newzealandisfullofnicepeople," she wrote from Forsyth Barr Stadium.
Pink, birth name Alecia Beth Moore, had to cancel three Sydney dates after she was taken to hospital suffering dehydration and a gastric virus. The concerts have been rescheduled for later this month.
One-year-old son Jameson also came down with hand, foot and mouth disease and daughter Willow, 7, suffered a fever.
But the family appeared to be having a happier time in New Zealand, among them Pink's husband Carey Hart.
The former professional freestyle moto x rider raced yesterday at the New Zealand Veteran and Women's Motocross Championship - and was pumped for more action today.
"Wow, had so much fun racing today!!!!!," he wrote on Instagram, where he posted photos of rural South Canterbury until a bluebird sky.
"Can't believe how good the track was. Ran a 3 moto format today and went 5-5 in the first two and threw away the last moto. Can't wait til tomorrow!!!! Thanks."
Pink last toured New Zealand 10 years ago, where she played two sold-out arena shows for her I'm Not Dead Tour.
Pink will be expecting large and devoted audiences at a string of six concerts in Auckland in the week from Tuesday. Three extra Auckland shows were added due to demand.
