The opening episode, screened on Wednesday night - featuring Damian Lewis as Henry VIII - attracted an average audience of 3.9 million viewers, and has drawn a warm response from critics.
It is the highest viewing figure since the channel launched Rome in 2005, although that show drew 6.6 million viewers.
The drama Eric & Ernie drew six million viewers when it was screened in 2011, although that was a one-off film rather than a series.
Wolf Hall is based on Mantel’s pair of Man Booker Prize-winning novels, Wolf Hall and Bring Up The Bodies.
ITV’s National Television Awards, which was also screened on Wednesday night, had an audience of 6.6 million.