Lykke Li emerges from the darkness and dry ice wearing a black PVC cape, flapping about bat-like at the front of the stage. The Swedish pop star then proceeds to scold us for playing with our mobile phones and demand that we pay attention to her plaints. Yet despite the atmosphere of churchy solemnity provided by this tall, narrow hall, there is an exultant quality to her tales of woe. This is more of a party than a wake. Think gloomy girl-group pop, or west coast MOR gone goth: Fleetwood Mac put through a chilly Scandinavian filter, with Li as a sort of noir Stevie Nicks.

Her five backing musicians pump up her true confessions, raising them to epic status. Love out of Lust is pure melodic angst, and even though the reviews of her latest album, I Never Learn, suggest a bleak series of moans, it also has the tunes to stand up against her earlier material. The lights come on for the new Just Like a Dream, so she can savour our reaction. On Youth Knows No Pain she is drawn to melancholy, and her song titles – Love Me Like I'm Not Made of Stone, Sleeping Alone – often read like diary entries. She tends to stick to the same chord clusters, but then so do many miserablists, from Cohen to Morrissey. What stops things getting too ponderous is Li's voice, a fragile warble that places her in the pop, not rock or soul, pantheon. Little Bit is rhythmic, tribal. Gunshot could be played during a power ballads convention. I Follow Rivers and Rich Kids' Blues whip the crowd into a lachrymose frenzy as the stage is bathed in red. It seems there is blood on these tracks.