The shows, Jackson's first in 12 years, will kick off July 8 at the 20,000 capacity venue.
Jackson held a press conference at the arena Thursday to make the announcement.
"These will be my final shows performing in London. 'This is It' really means this is it," Jackson told fans and press, while wearing his trademark military get-up. "I'll be performing the songs my fans want to hear. I'll see you in July and I love you so much."
Tickets for the show will cost anywhere from 50-75 pounds, almost twice that in U.S. dollars.
It may come as no surprise to some that Jackson is making a comeback jaunt amid terrible financial woes. A few months back, Jackson was sued - and settled out of court - by a business partner, and his Neverland Ranch is now on the auction block.
Rob Hallett, promoter for the event, said "We are delighted to facillitate the return of the King of Pop, long may he reign!"
Which is a little confusing since it's his "final curtain call."
Ever hear the one about Jackson's new department store? They've got kids' pants half-off.
Sorry Jacko, it was too hard to resist.