The former 'Take That' star, who recently released his ninth record which became a chartbuster, will perform three shows at London's O2 Arena later this month and each gig will be recorded on the night, reported Daily Express.
The CDs will be available as soon as Williams leaves the stage so fans can take them home on the night as part of his Live At The O2 collection.
"This is Robbie's first live album since 2003 and Concert Live is thrilled to be working with him to produce such a unique memento available right after the show for his devoted fans," said Adam Goodyer, managing director of Concert Live.
"So many fans have requested live albums from the concerts they've attended and we want to make sure that we meet their demand. These Concert Live albums are the perfect way to do it," added Williams' management company.