The seven-date tour will begin in Hamburg - a city with special memories for Sir Paul from his early days with the Beatles.
Gigs in Berlin, Arnhem, Paris, Cologne and Dublin will follow, before the London show on December 22.
Announcing the Good Evening Europe tour, Sir Paul said: "This is my chance to bring our current show home to where it all began. Starting in Hamburg, ending in London and rocking everywhere in between. I'm very much looking forward to ending the year on a high."
The London show will take place exactly 46 years to the day since the
Beatles played their first Christmas show at Liverpool's Empire Theatre.
The 67-year-old star last played in the UK in June 2008, performing at Anfield Stadium as part of Liverpool's Capital of Culture celebrations.
When he played in Las Vegas earlier this year, tickets sold out in seven seconds.
David Campbell, chief executive of AEG Europe, owners and operators of the O2, said: "Since we opened over two years ago, Paul McCartney has been the dream act. I am absolutely thrilled that dream has now become a reality and this true British musical icon will play the building. It doesn’t get much better than this."
Tickets for the tour start at £55 and go on sale at 9am on Monday and are available via www.ticketmaster.co.uk.
Thanks for the report to Telegraph.co.uk.