The Tragically Hip drew a sell-out crowd to the last show in Kingston, Ontario, on Saturday, broadcast live across Canada.
Lead singer Gord Downie, 52, announced his illness in May. The news caused shock across Canada.
The Canadian Broadcasting Corporation called Mr Downie the country’s “Unofficial poet laureate”.
They started as a college band working the local circuit and then took off, but their success across 14 albums was mostly confined to within Canada.
Kingston designated Saturday as The Tragically Hip Day in honour of its local heroes.
The Kingston concert was broadcast on Canadian TV and was shown at hundreds of public screenings across the country in bars and outdoor venues.