Touring in support of her third album I Never Learn, Lykke Li and her five-piece band stopped by the historic Apollo Theater in New York. While Li has always had one foot in tender, sentimental balladry (“Possibility,” “Love Out of Lust,” “Unrequited Love”), I Never Learn is nine songs focused on heartbreak, and her restrained performance suited the tone of the work, even if it didn’t rock the house.

The stage was moodily set in dark tones, a few hanging veils and enough smoke to frequently swallow the performers. Li, dressed all in black (including a large snakeskin Lucille Austero jacket), emerged in a black veil she quickly pulled aside from her long, flowing hair. Her voice was pitch-perfect as she beautifully rendered early and new songs alike. Particular highlights “Jerome,” “Little Bit” and “I Follow Rivers” got the audience up on their feet to dance and sway. Before launching into the wrenching “Love Me Like I’m Not Made of Stone,” Li told her audience, “I have to admit, my new album is a bit of a bummer. But I have to stand by my art. You may want to take a seat,” and the audience reluctantly complied.

Li kept a low-key tone for much of the 80-minute set, but she — and the audience — loosened up for the final few songs. A splash of red brought “Youth Knows No Pain,” which Li ended using the vocal intro to Beyonce’s “Drunk in Love,” a surprising twist. Unfortunately, both “Pain” and “Get Some” seemed to lack the intensity and bite found on the recorded versions.

For the encore, Li treated the audience to a cover of Swedish ballad, “Du Är Den Ende,” which she recorded for the upcoming film Tommy, and her own “Sadness is a Blessing.” With such a short and understated set, Li shined brightest performing through her darkest moments.

Set List:
I Never Learn
Love Out of Lust
Just Like a Dream
No Rest for the Wicked
Jerome
Hanging High
Never Gonna Love Again
Little Bit
Gunshot
Love Me Like I’m Not Made of Stone
Sleeping Alone
I Follow Rivers
Rich Kids Blues
Heart of Steel
Youth Knows No Pain
Get Some

Encore:
Du Är Den Ende
Sadness is a Blessing