The singing superstar, who was 97, shared the stage with musical greats including Frank Sinatra and Ray Charles and also acted in shows in London’s West End and Broadway.
She was friends with the late Queen and Princess Margaret.
Dame Cleo was the first British singer to win a Grammy Award in a jazz category in 1983.
She was part of the world-famous jazz dynasty which included her husband, Sir John Dankworth, the late musician and composer, and their leading jazz singer daughter Jacqui and son Alec, an award-winning jazz bassist and composer.
Dame Cleo and Sir John set up the Stables Arts Centre in Buckinghamshire which became a magnet for musicians from around the world.
As the music world mourned Dame Cleo’s passing, the Concorde Club’s Cole Mathieson led tributes.
He said: “We are sad to hear about Cleo’s passing. She appeared at the Concorde several times, along with her husband John, daughter Jacqui and son Alec, who we still see occasionally. She was a superb artist and singer and will be sadly missed by everyone in the jazz world.”
Dame Cleo made her debut at the Concorde in 2007, in a star-studded evening marking the club’s 50th anniversary. Five years later, the first lady of jazz made a triumphant return to the Stoneham Lane club.
The most recognisable British singer in jazz history, Dame Cleo began singing at local community functions from the age of three and had a four-octave vocal range and the ability to perform everything from Schoenberg to a Spike Milligan hit about a man with too many tonsils.
The Sunday Times once described her as quite simply the best singer in the world.
