Feist, London Palladium

It's Leslie Feist's first gig in London for over three years, though absence apparently only whetted our appetite: the Palladium is packed. It hosts The Wizard of Oz the rest of the week, a fact the Canadian alt-folk star pays tribute to, clicking her heels together and quipping "there's no place like tour".

And although she'd taken those years out because she was so exhausted from touring, Feist is back now with renewed vigour. Opener "Comfort Me" – a stand-out track from new album, Metals – begins low key, her dry smoky vocals rising in the dark over bluesy guitar, before bursting into a full-band number. An angled video screen over the stage mirrors the band, to claustrophobic effect, and overall the gig is more intense, grittier and rockier than you might expect from Feist's spacious, wistful records. This brings new material into sharper relief: "The Circle Married the Line", for instance, is a highlight, with its delicate plinking melody and fragile vocals getting added drum heft and a more insistent guitar riff.

Old favourites are also reinvigorated. The bemused crowd may refuse to sing along when "Mushaboom" – a pretty ditty from her first album – becomes a darker, thicker thing, sung in strangely stretched-out chants to clacked drumsticks, but she soon has us wrapped around her little finger. We warble harmonies on "So Sorry", and by "My Moon My Man" (sped up and with extra stomp) the crowd is ignited. Anyone expecting fey folk-pop about buttercups might be surprised, but surely not disappointed.

There are impressive extra harmonies from female three-piece Mountain Man. Po-faced, in high-waisted jeans, they look and sound like they came from a remote Appalachian village via Hoxton, but add another lovely layer to Feist's already gorgeous vocals. It even gets hippyish when the trio don percussive capes, swaying to produce a clack and tinkle from sewn-on bells and shells.

Feist exhibits a wry, almost cruelly mischievous approach to her popular older songs, however. To finish, she invites couples on stage to slow dance, before launching into "Let It Die", a contender for bleakest song from a deceptively sweet-sounding back-catalogue that often actually exhibits painful self-knowledge and pessimistic views of relationships. She croons, "The saddest part of a broken heart/Isn't the ending so much as the start"– good luck getting a romantic moment out of that. But then it seems Feist likes to play the wizard with our expectations.