Fans queued from the early hours of the morning at the Virgin Megastore on the Champs Elysees after the British band said that 350 tickets would be available there from noon.
"Mobile phones, cameras, video equipment and recording devices are strictly prohibited," the band tweeted ahead of the gig, which queuing fans said would be held at the Trabendo, a 700-capacity venue in northern Paris.
The Paris music scene has been awash with rumours that the Stones would also play to a crowd of bankers invited by Paris-based investment house Carmignac Gestion at the Mogador Theatre in the heart of Paris on Monday.
In recent years, Carmignac has recruited former Velvet Underground frontman Lou Reed and British rocker Rod Stewart to play similar gigs, usually to an exclusive audience.
Speculation that Carmignac had managed to lure the Stones mounted after it sent mystery invitations giving out the date and location of what it called "the biggest secret event of the year" without identifying the performer.
The investment house has declined to comment.
Earlier this month, the band announced they would perform four concerts - two in London and two near New York - to celebrate their 50th anniversary.
The announcement has been overshadowed by fan complaints about high ticket prices, which ranged from 95 pounds to as much as 950 pounds for a "VIP hospitality" seat.
Tickets have been offered online for several thousand pounds each, British media has reported.
Those queuing for Thursday's gig lined up patiently with numbers marked on their hands in red by organisers. Some had driven to Paris from as far away as Hamburg in Germany.
The Rolling Stones, one of rock and roll's most successful acts, will play the O2 Arena in the British capital on November 25 and 29 before crossing the Atlantic to perform at the Prudential Center, Newark, on December 13 and 15.
Guitarists Keith Richards and Ronnie Wood, lead singer Mick Jagger and drummer Charlie Watts will perform on a stage designed around the band's trademark tongue and lips logo, and organisers have promised a high-tech live experience.
Jagger has already hinted that the four concerts would be a prelude for a longer tour.
The band's last world tour was "A Bigger Bang", which went on for two years and culminated at the O2 Arena in August 2007. It earned around $558 million, making it the second highest grossing tour in history behind U2's "360 Tour".
The band behind a string of hits including "(I Can't Get No) Satisfaction", "Honky Tonk Women" and "Angie", started out on July 12, 1962 at the Marquee Club in London's Oxford Street. (Writing by Mike Collett-White, editing by Paul Casciato)
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