The band played together for the first time in seven years at the charity show last month.
The new footage was shot in Stoke Newington, London on week of the 'Kiwanuka' album release in November.
The jazz star's studio version of the song originally appeared on 'Nat King Cole & Me' ,released through Blue Note and Decca Records in 2017.
“I’ve never performed this live in my life, you guys get the first try.”
Fans report that the star's set list at the show also included 'Lover', 'You Need To Calm Down', 'Shake It Off' and more.
Broadcast in black and white, the singer performed in a hall of mirrors while members of the audience held up small, square mirrors to reflect light from the stage.
Gwen Stefani celebrated the 15th anniversary of her debut solo record ‘Love.Angel.Music.Baby’ by performing a medley of hits from the album on ‘The Voice’.
The fast-rising star has also shared the latest episode of his new podcast, ‘Cry Power’ which features the legendary Mavis Staples.
‘Anxiety’ was originally featured on Michaels’ critically acclaimed EP ‘Inner Monologue Part 1’, released earlier in 2019.
The multi-Grammy-winning singer performed the show's ‘Welcome’ song alongside cast members past and present.
The 'Live Baby Live' soundtrack album will also be released across 3LP Deluxe, 2CD & all digital formats on 15 November.
'Fire (Part 1)' also features on the band's acclaimed 'Young & Dangerous' album, released through Polydor/Interscope Records.
The MTV Europe Music Awards took place in Spain for the second year in a row, with Taylor Swift, Halsey and Billie Eilish leading the awards.
The relaxed atmosphere of the clip makes the song's stripped-down structure and haunting lyrics seem even more mesmerizing than in the song's officially-released version.
NPR’s beloved Tiny Desk concert series welcomed one of its biggest stars when Taylor Swift performed an acoustic set from her new album 'Lover'.
‘Are You in Love?’ also features on Blake’s fourth album 'Assume Form', which was released in January.