The lights and fog on stage created the illusion of a misty sky behind a circular enclosure. Thin, sheer black curtains hanging between the lights created the illusion of a temple.

But the priestess of that temple was no illusion. Indeed, the sold-out crowd gathered at the 9:30 Club Monday night to drink from the altar of their chosen indie singer-songwriter heroine Lykke Li. Clad in flowing black garb, the beguiling Swede struck a moody, artistic note as she paraded and swayed through a solid 75 minutes of sadly atmospheric songs.

Li opened the show with the title track of I Never Learn, her third and latest album released earlier this year. The song, like many of her others, deals with unfulfilling or lost love — and the implication is that “never learning” equates to “never getting over someone.”

Still, Li was gentle and expressive, particularly in her heartfelt statement to her audience midway through one of her first songs urging them to put their cellphones away. Like many other performers known for their fragile composure, Li sought her audience’s agreement that they would not film or take pictures of the performance, although doing so was apparently not outright banned. Perhaps because she asked nicely and promised to give the show her all, everyone in my line of sight complied with the request and dozens of glowing smartphones flickering among the crowd below went dark.

This was my first time seeing Lykke Li perform, and I previously heard that her show was energetic. This performance was more mesmerizing — much more similar to a hypnotizing Lana Del Rey than a combustive Lady Gaga. When Li visits her debut album, Youth Novels, with “Dance, Dance, Dance,” the dancing in question is far more peaceful than frenetic. Even when she closes the main set with second album banger “Get Some” (a surprisingly upbeat celebration of sex), Li remains measured, while still mesmerizing, in her performance.

She delivered an unexpected surprise more than midway through the set with a cover of Bruce Springsteen’s “I’m on Fire.” It was an interesting choice, which Li presented as an ode to American music, and she certainly added her own flair to the 30-year-old song. Personally, I would have rather heard her go somewhere else for a cover tune, particularly after hearing versions of “I’m on Fire” from other female acts the Chromatics and Bat for Lashes in the past few years.

Toward the end of her set, Li delivered with “Never Gonna Love Again” from the new album, which she introduced as *the* song of the album. “When you love so hard, you lose so hard,” Li said, effectively presenting her mission statement in a beautifully melancholy song worthy of her stature.

Lykke Li has a few U.S. dates remaining on this tour, hitting Atlanta, Orlando and Miami. It’s worth your while to make the pilgrimage to your nearest temple and hear your priestess speak your heartbreak and pain before she departs for other lands, certain to return in no longer than a few years’ time with more tales of lost love.