During the Cowboy Junkies' 19-year career, says frontwoman Margo Timmins, they have written "one happy song". Their music is slow and crepuscular, with implied overcast skies and snow. It's a cruel, cold world, she seems to say as she pulls her cardigan tightly about her, but not without its painful beauty. An unusually large percentage of their audience, I notice, is wearing glasses. People who exist in poorly-lit places or read a lot, then. They're a devoted bunch, packing out the Empire for this one-off UK gig (the full tour follows in early autumn) which, like their fellow Ontarian Neil Young, they've divided into acoustic and electric sets.

Unlike Young, though, one half doesn't sound enormously different from the other. That's because, although the Cowboy Junkies can rock, when they choose to do so it sounds less savage than hynotic. On several occasions in the second half (their echoing electric Grateful Dead cover To Lay Me Down, the long jam on Robert Johnson's 32-20 Blues and their own He Will Call You Baby) they bring to mind those intense but narcotically languid San Francisco bands of the late 1960s, like Jefferson Airplane.

Generally, the Junkie element is more in evidence than the Cowboy element tonight, although there are moments (The Slide and Simon Keeper) that remind you why they're hailed as progenitors of the current wave of Americana. Songs by Townes Van Zandt, the late Texan singer-songwriter who toured with them, are covered. As Timmins says in one of her many cheery chats: "If you're into sad songs - and I suspect you are if you're standing here tonight - Townes wrote the saddest." Their own lovely No Birds Today does, however, come close.

The Cowboy Junkies' hushed and pensive music is so designed for sitting that the band play both sets doing just that, then thank the crowd fulsomely - and offer to meet every one of us in the lobby.