Teddy Thompson, Scala

At first glance, you'd think Teddy Thompson might have missed his moment. A good-looking singer-songwriter, whose emotional mix of folk, rock and country is complemented with more than a dash of pop sensibility, the 31-year-old Thompson would have seemed guaranteed success a few years ago when the likes of David Gray and Damien Rice were dominating the airwaves.

Yet there's much more to Thompson. This headlining show may have come in the middle of opening for James Blunt on his stadium tour, but the son of folk legends Richard and Linda Thompson comes from a rich musical heritage. He's no newcomer, recording his first album eight years ago. His latest (fourth) album, A Piece of What You Need, may turn out to be his breakthrough work, but behind the largely upbeat songs – heavily influenced by the country music he grew up listening to – you'll find a disarmingly honest character who's clearly battling some demons.

First up was Thompson's backing band, The Grey Race, whose set was pleasant enough but could have benefited from a few more lively moments. Then came the Australian singer-songwriter Sandrine, charming the audience from her keyboards. Her stripped-down backing band let her voice shine; definitely one to watch.

Thompson joked that he wasn't happy that he had to return to London, the city of his birth (he'd left, aged 18, to head to Los Angeles), but the audience were keen to welcome him home. He opened with "In My Arms", all jangly guitars and handclaps; an effortless pop song. However, the lyrics don't exactly warm the cockles – "It's a lonely world that I got/ In my arms, In my arms" – and his battle with depression is a recurring theme. Yet it never feels as if Thompson is wallowing in his misery; it's more candid than full of angst.

It is the quieter moments that truly showcase his voice, such as on "Turning the Gun on Myself", a beautiful suicide ballad, and in the middle section when he has just an acoustic guitar for company. He is also a natural showman, cracking self-deprecating jokes about his growing star-status to the crowd, which is more middle-aged and middle of the road than the Scala is used to. Afterwards, they're full of praise. "He's something special," says one; "He'll go a long way," agrees another. Well, he might. He's ready for it. Touring to 14 October