Cool as they’re habitually deemed to be, saxophones are potentially noisily swaggering contraptions, and the traditional Korean gayageum – a harp-like device with silk strings and a frail, shy sound, played horizontally like a zither – is the polar opposite. They came together in the hands of the British jazz star Andy Sheppard and the young Korean gayageum player Kyungso Park, in a late show at the Royal Albert Hall’s cabaret-styled Elgar room, part of the Korea-focused K-Music festival.

It was a relationship of opposites always likely to start tentatively, but it became an engrossing improvisational encounter, with additional gayageum player Jihye Lim periodically joining for harmony parts and improv.

Park’s Proximate Distance was a cryptic melody that Sheppard greeted with preoccupied hums and swooping runs, and the saxophonist’s slowly skipping, somewhat Carla Bley-like Libertino was sonorously accompanied by deep bell-like clangs, though it ended in some slightly hesitant call-and-response exchanges.

Park’s chanson-like The Distance at Which I Can Hear Your Breath rang a steady, clock-chime sound beneath Sheppard’s pulsating single notes and inquisitive bleats on soprano sax; and she sounded fully in her element on Rubin’s Vase, an exquisite unaccompanied original of rolling ostinatos and warm chording around a lyrical song-like theme. Park startlingly evoked the sound of a banjo on the breezy Chup Chup Chup, and all three musicians wound up on a respectfully tender account of Nick Drake’s classic River Man.

This wasn’t always the most uninhibited of first meetings, but it sounded like one with potential for plenty of fascinating growth.

• The K-Music festival continues until 25 October. Andy Sheppard plays the music of Gil Evans at the London jazz festival on 11 November.