The 76-year-old music legend took fans on a trip down memory lane after an impromptu band jam, kicking off with his version of Eddie Cochran's 'Twenty Flight Rock', which he used to impress his late bandmate John Lennon with his guitar skills at the age of 15 at an audition to join the 'Imagine' hitmaker's band The Quarrymen, which would go on to become The Beatles, at a church fete in Liverpool.
McCartney, who last played the current replica of the club in 1999, told the crowd: ''Coming back here is pretty amazing for me.''
The 'Let it Be' songwriter was flooded back with memories of the band's early days, as he recalled having no idea what the future held for him and his bandmates; Lennon, the late George Harrison and Sir Ringo Star.
He said: ''Imagine this for me - all these years ago when we played the Cavern we didn't know if we'd have any future. But we did OK.''
The music icon even paid homage to Quarrymen with a rendition of the first song the band - which was at the time comprised of Lennon, McCartney, Harrison, pianist John Lowe, and drummer Colin Hanton - recorded in 1958, 'In Spite of All the Danger', which often appears in McCartney's setlist, but only got played by the group three times during their time together.
Halfway through the set, the former Wings star paused the concert to ask the crowd, who were banned from using their phones, to put their devices away as it was distracting him.
He said: ''You've all been told not to take photos.
''You're taking them, and you're taking them, and it's putting me off! So, you know, play by the rules, man!''
When the Liverpool legends frequented the original Cavern in the early 60s, camera phones weren't an issue.
As well as the hits, McCartney treated fans to new song 'Fuh You', from his 17th solo studio album 'Egypt Station', which he stated was ''open to interpretation'', though it's believed to be about US President Donald Trump.
Hundreds of fans lined the street outside the venue to get a glimpse of the star, with many unable to get a ticket for the free concert.
The Cavern show comes just weeks after McCartney surprised just 50 locals at the Philharmonic boozer in the northern city for James Corden's 'The Late Late Show'.
Earlier this week, the 'Yesterday' hitmaker made a trip back to The Beatles' recording home, Abbey Road Studios, where he performed in front of a star-studded crowd, including Johnny Depp, Liv Tyler, Kylie Minogue and Stormzy.
He also recreated the iconic pose of him and his bandmates walking along the world famous zebra crossing outside the studios, 49 years to the day they were snapped by Iain MacMillan for their 'Abbey Road' album cover in 1969.