Goals from Saul Niguez and Rodrigo secured a win for Luis Enrique's side in his first game in charge of La Roja after he saw them fall behind early to a Marcus Rashford goal.
Only once before have England gone ahead in a competitive fixturee at the national stadium and gone onto lose - their 3-2 defeat to Scotland in the 1951 Home Nations tournament.
It is also only the 10th occasion in which England have scored at Wembley in competitve football and still fallen to defeat.
The loss was also England's first in a competitive game at Wembley since their infamous 3-2 defeat at the hands of Croatia in Steve McClaren's final game in charge as his team failed to qualify for Euro 2008.
24 - England have lost their first competitive game at Wembley since November 2007 (2-3 v Croatia), ending a run of 24 games without defeat there in competitive action. Pipped. pic.twitter.com/WGVXHW8hPB— OptaJoe (@OptaJoe) September 8, 2018
It was also the first time Gareth Southgate has tasted defeat in any of his 12 matches in charge of the senior team at Wembley.
Following on from World Cup losses to Croatia in the semi-final and Belgium in the third place play-off, this also marked England's third straight defeat in all competitions.
The last time they went on such a run was 30 years ago when they lost all three group games at Euro '88 in Germany.
In fact, despite having reached the semi-finals in Russia over the summer, England have won just one of their last six competitive matches inside 90 minutes - their quarter-final win over Sweden in Samara.
They will be looking to turn that form around in their next Nations League encounter against Croatia on October 12.
Southgate's side are back in action before then, however, as they host Switzerland at the King Power Stadium in a friendly on Tuesday.