The 27-year-old rewrote the record books by racing to his double hundred in 114 balls, surpassing the previous mark of 117 deliveries set by India's Shubman Gill.
In the process, Brook also eclipsed England's highest individual ODI score of 182, held by all-rounder Ben Stokes.
Brook's scintillating performance ended with the final ball of England's innings when he was caught by Sahan Arachchige off the bowling of Janith Liyanage.
He made 202 from 116 deliveries, peppering the Sri Lanka attack with 21 fours and 10 sixes before departing to warm applause from the crowd.
Joe Root provided strong support with 69 from 66 balls, finishing as England's second-highest scorer of the day.