It may be Guy Fawkes night, but Jenny Hval seems more interested in a workout than fireworks. The Norwegian art-pop provocateur takes to the stage zipped up in a scruffy grey hoodie, hefting a slightly deflated yoga ball that, frankly, looks like it has been booted round a school playground. “The yoga ball is full of emptiness,” she deadpans later. “That’s why I like it.”

Hval’s critically lauded third album Apocalypse, Girl, a bewitching record of sexually frank, persistently existential musings over disconcertingly plangent electronica, has made her a hot ticket. This cosy venue is so packed that when she sits on the ball during the opening, Kingsize – a stream-of-consciousness mission statement that includes the phrase “I rock the bananas gently” – Hval essentially vanishes from sight for everyone but the front row.

Scratchy sound effects, the erasure of the artist, oversize props, a reverent, slightly shellshocked atmosphere … it all seems dangerously close to the dreaded world of performance art. But even when Hval goes full Ono, there’s an immensely appealing self-awareness and wit to her performance. Take Care of Yourself, famous in Hval’s canon for zeroing in, not unkindly, on the “soft dick” of her partner as they lie in bed, is a hypnotic, beatless swell of celestial waveforms that builds to a burst of ear-ringing sonic chaff. Elsewhere, there are echoes of Bjork’s most sparses experiments, or very early, unmoored Goldfrapp before the beats took over.

A sly, pitch-perfect cover of Lana Del Rey’s Summertime Sadness over a deliberately spectral backing track stands, but can’t help but seem a little banal compared to Hval’s own questing, which climaxes in an extended, Spiritualised-like drone fugue. It’s a million miles away from the usual parade of signposted pop, but Hval is such a compelling presence, you’d follow her and her yoga ball anywhere.

• At Brudenell Social Club, Leeds, 7 November. Box office: 0113-275 2411. Then touring.