With Valery Gergiev in charge of the London Symphony Orchestra and Vladimir Jurowski at the London Philharmonic, the capital has heard a lot of Soviet-era music recently. Little of that, though, prepared one for the cogent originality of Galina Ustvolskaya’s dramatic Third Symphony at this Prom, where it was performed by Gergiev with the Munich Philharmonic Orchestra, of which he is now the music director.

Ustvolskaya’s symphony is one of three idiosyncratically scored single movement symphonies from the 1980s which set searing 11th-century texts from which the subtitle Jesus Messiah, Save Us is drawn. But there is nothing pious or, to my ears, particularly religious about this piece.

Instead its intensity evoked the existential “scream into space” phrase that Ustvolskaya appended to her own Second Symphony. Whether it is a concentrated scream against the Soviet system or existence itself is not the point. But the effect was direct and profound. The implacably dark scoring, played with huge commitment, with five each of oboes, trumpets and double-basses, plus trombones, tubas and percussion, and with Alexei Petrenko declaiming the texts atmospherically, carried an almost physical charge.

Gergiev wrapped this extraordinary piece inside a thoroughly traditional concert of early 20th-century classics, starting with Ravel’s Boléro and finishing with the suite from Der Rosenkavalier from Munich’s own Richard Strauss. Most impressive of all was the Uzbek pianist Behzod Abduraimov’s glitteringly idiomatic account of Rachmaninov’s third piano concerto. But it all took second place to the Ustvolskaya symphony.

• The Proms run until 10 September.