The concert, which featured works by Richard Wagner, Antonin Dvorak and George Gershwin, was supported by the US state department and televised live in North Korea and around the world.
A US delegation of around 300 people, including musicians and journalists, had flown into Pyongyang, the North Korean capital, ahead of the concert.
Lorin Maazel, the orchestra's conductor, said its leaders had debated for a long time whether it would be appropriate to make the trip and acknowledged they had been briefed by Christopher Hill, the senior US negotiator in six-nation talks on dismantling the North's nuclear programmes.
He said ahead of the performance: "We were really caught off guard [by the invitation].
|The US visit included a delegation of more than 300 musicians and journalists [Reuters]|
"When the North Koreans see us live on TV they will see North Americans who are beautiful people ... people who care about the arts, who don't have fangs, who are passionate about their work, speaking a language they can relate to."
Zarin Mehta, the Philharmonic's executive director and president, confirmed Hill had endorsed the trip.
"It was felt by Mr Hill that showing this side of our Western culture in Pyongyang would help in pursing the talks in a much better atmosphere - no guarantees," Mehta said.
Dawn Hannay, a violinist, told the New York Times: "There are a lot of us who are not buying into this party line that music transcends the political and we are opening up North Korea with a single concert."
The visit coincided with a trip by Condoleezza Rice, US secretary of state, to South Korea where she attended Monday's inauguration of Lee Myung-bak, the country's new president.
North Korea, which tested what is believed to have been a small nuclear device in 2006, is in the process of disabling its main nuclear facilities under a six-nation aid-for-disarmament agreement with China, Japan, Russia, South Korea and the US.
However, talks stalled after the US said North Korea had missed a 2007 deadline to produce a complete list of its nuclear programmes, which Pyongyang said it had already done in November.