"I'm hard to swallow, 'cos they don't get me," sings Macy Gray on her new album, The Sellout, and she's right – even the millions who heralded her as fascinatingly quirky when she emerged with the hit I Try in 1999 don't get her these days. Being one of pop's truly uncategorisable talents has yielded diminishing returns: The Sellout is the first album of her career not to reach the UK top 75, and the British "tour" consists of three shows at this compact venue and an appearance at the G-A-Y club night.

If she's fazed – she didn't seem to be tonight – there might be consolation in the fact that small venues render her even more striking than usual. If there's one thing Gray has in abundance, it's presence, and the room's titchy dimensions magnified it. Whether cacklingly quipping, "The more you drink, the better we sound," or applying herself to the business of singing, she had a wonky lustre that made 90 minutes zip past.

There was a surprise at every turn, from the visual joke of her band wearing towering afro wigs (later replaced by hats) to her choice of cover versions. Who would have expected Radiohead's Creep to pop up between the roiling funk of Stalker and a dance-the-pain-away Why Don't You Call Me? Great choice, though – Thom Yorke himself couldn't have sung "I'm a weirdo" with more feeling. Rod Stewart's Da Ya Think I'm Sexy was seamlessly incorporated into the 80s disco pastiche Sexual Revolution, and, bizarrely, a fragment of a tune by prog-rock gods Yes interrupted a soulful Things That Made Me Change.

Despite an inclination toward cosmic babbling that stretched the show-closing I Try to three times its length, Gray was consistently interesting. She deserves greater rewards.