With ecstatic applause raining down on him, Keaton Henson calls for hush. “The sooner you stop, the sooner I can go home,” he says in a wispy voice. “I want to go home.”

He’s not joking. The 28-year-old artist, poet and disconsolate singer-songwriter suffers from chronic anxiety and from his desperate sighs to the way he despairingly puts a hand to his face, Henson’s is less a performance than a public act of self-torture.

Sitting at the piano with his back to the sold-out crowd for Elevator Song, tension emanates from his wiry body, but a string section including cellist, collaborator and the man Henson calls “my hero”, Ren Ford, throw light on the darkness. The Pugilist, from Henson’s latest album Kindly Now, and instrumental Earnestly Yours resonate with his and Ford’s innate understanding, whilst violin and double bass bolster the fragility of Henson’s skeletal sound.

Despite recent experiments in electronica, he sticks to guitar and piano, his voice trembling, rising and falling with such intense feeling that, even on old songs like Small Hands, it’s as if he’s singing each word for the first – and possibly final – time. Although mesmerising, each paean to pain, especially Alright and Gare Du Nord, is akin to watching Henson flay himself.

With his passion spent and exhaustion palpable, he ends with a spine-chilling tribute to Leonard Cohen, Hallelujah, revealing this will be his last UK show “for a while, cos fuck, it’s hard. But I’m glad I survived it.”

• At Olympia theatre, Dublin on 11 February. Box office: 0844-847 2455 (UK+NI).