The Afghan Whigs, Alexandra Palace, London Daley, Jazz Cafe, London

Under the funk and the fuzz, there's a devil trying to get out

With a sound like volcanic ash, amber daggers and tigers' eyes, The Afghan Whigs were the elegant antidote to standard Sub Pop chest-beating, alpha male warrior grunge. Not that they couldn't rock – my God, could they rock – but on albums such the 1993 masterpiece Gentlemen, the sharp-dressed Cincinnati band fused it with the filthiest funk, filtered through fuzz pedals and transposed to a minor key to create something utterly seductive.

On a Louisiana-hot night in north London – hot enough to steam guitarist Rick McCollum's glasses – they make their long-dreamed-of return. With his bank-robber's stocking profile, leader Greg Dulli was always a paragon of predatory foxiness and, back to his fighting weight for the occasion, he looks the part. The line "I get to dress up and play the assassin again" resonates even more strongly in the context of this reunion. And nobody can bring the badass quite like Dulli, sometimes to the extent of knowing self-parody: "When you say, 'Now we got hell to pay,' don't worry, baby, that's OK ... I know the boss."

Dulli's diabolical candour regarding the male psyche is devastating: try "I've got a dick for a brain, and my brain is going to sell my ass to you", or "Think I'm scared of girls? Well, maybe, but I'm not afraid of you ..." for vicious honesty. Never mind Parental Advisory stickers: Afghan Whigs albums ought to come with Marital Advisory stickers. ("Ladies, this isn't really what we're thinking, honestly.")

The Whigs' understanding of black music, past and present, is proven by an encore which begins with covers of "See and Don't See" by cult early Seventies southern soul diva Marie "Queenie" Lyons and "Love Crime" by Odd Future smoothie Frank Ocean, the originals separated by 40 years.

But what comes through most loudly tonight is Dulli's enduring love of Prince. "66" incorporates lines from "Little Red Corvette"; "Faded" segues into the outro of "Purple Rain". And if it isn't already obvious that the couplet "If I inflict the pain/Then baby only I can comfort you" ("When We Two Parted") owes a lot to Prince's "Would you run to me if somebody hurt you/ Even if that somebody was me?" ("If I Was Your Girlfriend"), then the stage lights ram the point home: they're deepest purple.

With his ginger Kid'n'Play quiff and NHS specs, Mancunian soul man Daley has the sort of silhouette that has the potential to be as iconic as Robert Smith's shadow on "Boys Don't Cry", and given the steady rise in his popularity since guesting with Gorillaz on "Doncamatic" and Wretch 32 on "Long Way Home", that isn't the only sense in which he's establishing his profile. His debut album may not be due till September, but mixtape Those Who Wait has already been downloaded more than 50,000 times.

In "Blame the World", strongly reminiscent of William Bell's "I Forgot to Be Your Lover", and a cover of Madonna's "Like a Virgin", Daley demonstrates more than mere perfect pitch. Over guitars so quiet that the sound of the barman ripping cardboard boxes turns heads, his controlled off-mic screams draw screams in return.

And if it seems a bit early for Daley to be playing such a heritage-friendly venue, then the last time I saw a young white British jazz-soul singer at the Jazz Café it was Amy Winehouse. And she didn't do too badly.

Critic's Choice

Fans of all things heavy and metallic will be swarming to the Download festival, headlined by The Prodigy (Fri), Metallica (Sat) and Black Sabbath (Sun) at Donington Park, Leicestershire. Festival newcomer No Direction Home lures Richard Hawley, Gruff Rhys, The Dirty Three, The Cornshed Sisters and others to the Welbeck Estate near Sheffield (Fri to Sun).