AYO, ICA, London

Let me tell you something about myself," Ayo says. And she does, with simple directness, in song after song. Such written revelations have become "almost like a drug," she confessed to this paper recently, apparently without irony, surprisingly so when you consider her story.

She was born to a Nigerian father and a Romanian Gypsy mother in Cologne, and her mother's drug addiction shattered the family. The lives of Ayo and her three siblings became a dislocated nightmare of social services, police and homes switching liked shifting sands. A brief teenage move to London was followed by one to Paris, where the confessional songs she spun from that life made her a star.

The majority at her UK debut gig are French, or Britons who heard her when travelling the Francophone world. But the naked honesty she displays in her English-language songs could easily translate here. Ayo is 29, her thinness concealing wiry strength and her hair scraped back in a petite bun. For the first 10 minutes, she hardly stops grinning. But when her face scrunches up during "Lonely" – a song about missing her adored father when on tour – she looks agonised. It is a face that seems permanently on the point of tears, which, on a light-skinned black woman with jazzy tendencies, will always conjure Billie Holliday. Ayo is a million miles from such artistry, singing lyrics of bold emotion that are more teenage than 29; the result perhaps of a repressed decade, before writing peeled her open. The birth of her own daughter, expressed in her new album's title, Gravity At Last, has also healed the worst of her pain. Her wide-open emotion on stage gushes vulnerability, but the pleasure of being able to do so overwhelms malign memories.

Ayo is also far from a jazz diva in the way she slips into the background of a band as prone as she is to bold, dramatic gestures. Her keyboardist essays sweeping 1980s synth riffs, a ska lilt and Hammond soul, then is all tinkly lullaby rolls. Squealing blues guitar, highlife and reggae are in the mix, too.

Ayo doesn't really take centre-stage till "Mother", who is warned: "Stay away... the devil came right through your veins." It's when she leaves the stage to dance energetically with a series of fans that her confessions become a party, and her happy ending arrives. Finally, she is an unselfconscious girl, dancing her blues away.