The 'With or Without You' hitmakers - who performed on a futuristic spider-like stage to allow fans 360 degrees of viewing opportunities - revealed the logistics of the show were similar to that of a "gigantic action film".
Bono said: "Had it flopped on the first night, we would have been in some deep doo-doo.
"Think about a rock show in 360 degrees with the scale of a gigantic action film, except you're moving location every few days. You're building a whole city, then knocking it down, putting it into trucks and moving. It's quite something.
"You've got to try and give the audience, at the very least, something they've never seen before, or, maybe more importantly, something they haven't felt before."
However, bassist Adam Clayton admitted the rest of the band would have been happy performing somewhere less extravagant.
He told The Sun newspaper: "It was Bono's vision . he's that kind of performer. I think the rest of us would be happy to stand on an old beer crate but he's the person working the stage."
The rockers - who recorded their twelfth studio album 'No Line on the Horizon' earlier this year - recently pulled out of performing at the Glastonbury Festival and had to postpone every scheduled concert in North America after Bono underwent a spinal operation.
U2's manager Paul McGuinness said: "Our biggest and I believe best tour has been interrupted and we're all devastated. For a performer who lives to be on stage, this is more than a blow. He feels robbed of the chance to do what he does best and feels like he has badly let down the band and their audience."