He was joined by UNKLE and Massive Attack’s 3D and the recording of the gig will be available as a pay-what-you-want album through Occupy Records.
The gig, which featured DJ sets by both Yorke and 3D, was held in the basement of the abandoned east London building owned by Swiss banking giant UBS.
The complex was taken over three weeks ago by the Occupy London movement and has been transformed into the Bank of Ideas, with up to 30 groups that have faced cuts to their services using the space.
Occupy spokesman Ronan McNern said: “Artists are doing this in solidarity with the Occupy movement. It’s tremendous… and hopefully it will be the first of many more concerts.”
Poets, dancers and comedians have also performed at the Bank of Ideas. During the gig a banner was held up which read, “This is just the beginning.”