More than 60,000 fans united in jeering stadium contractors Multiplex for forcing Saturday's concert to be relocated 80km north in Milton Keynes.
'Six years ago we closed the old stadium and were really looking forward to opening the new one,' said Bon Jovi.
'But I understand the construction guys are having some problems down there.
'So instead we're here,' he said before dedicating the hit 'Have a Nice Day' to Multiplex and belting out the put-down chorus 'When the world gets in my face, I say, Have A Nice Day.'
T-Shirts on sale in the stadium also poked fun at the Wembley debacle, reading, 'Hey Wembley, Milton Keynes - sold out. Have a Nice Day.'
The Wembley project was hit with another setback this week as 50 workers claimed they had not been paid last week's wages by steelwork subcontractor Hollandia.
Main contractor Multiplex has said that it had already paid Hollandia and that the remaining steelwork should be completed by the end of the week.
Trade union organiser Tom Kelly said, 'GMB is very disappointed that once again our members are on the receiving end of the mis-management of the sub contracting of work on the Wembley stadium site.'
Meanwhile, the first batches of turf were rolled out on Tuesday, over six months late. The entire pitch will be complete by Friday.
Seating and final sections of roof steelwork are still being installed while the finishing touches are added to around 20 of the 161 corporate boxes.
Multiplex maintains that 'substantial completion' of the stadium is due on 13 July, although months of commissioning and cleaning and removal of temporary works would need to take place after this date.
Mark Hansford and Ruby Kitching