Tuesday night in London was miserable. It was pouring rain and there was a strike that closed the Tube, but it got much more interesting when rumblings started on Twitter that Prince would be playing the Electric Ballroom in the eclectic North London neighborhood of Camden at 3:00 a.m. Immediately, there was a line outside the venue’s doors. The 3:00 a.m. show never happened—but only because he had already finished his set by then! It turned out to be a brief but amazingly intimate introduction to Prince and 3rd Eye Girl’s fast and driving new sound.

I had been preparing for a last-minute Prince show since he announced in January that he would tour the U.K. this month, but not reveal the dates or venues until the last minute. All we knew was that he’d arrive in London on February 3rd and hold a press conference at musician Lianne La Havas’ East London home sometime after that. We now know that he held a press conference for about a dozen people on Tuesday afternoon, and quickly made his way to the Electric Ballroom. Apparently he was itching to get on stage, because Black Rebel Motorcycle Club was playing the venue up until just a few hours before he got on stage.

With public transit crippled and weather terrible, about 300 of us lined up outside the Electric Ballroom, which is about the size of First Avenue. The guy next to me, an English fellow named Nick, had seen prince 20 times before and was ecstatic to see him at such a small venue. At 12:30, the line started moving and we rushed into the venue expecting to wait a few more hours until Prince came on stage. After all, it was a 3:00 a.m. show and Prince has a reputation for showing up only when he feels the party is ready to begin.

Instead, we entered to the sound of Prince blasting through a hard, fast, and rocking version of “I Could Never Take the Place of Your Man.” Sporting the largest ‘fro I’ve ever seen on him, Prince and guitarist Donna Grantis traded long solos. Wrapping up the song, the man himself spoke: “What can I say that Shakespeare hasn’t already?” It was a-not-so subtle hint that Prince wasn’t in Minnesota anymore. But he knows London well—he was the first artist to play at the massive O2 Arena, not just for one night but for 21 consecutive sold-out nights.

What the few hundred fans, including me, didn’t know at the time was that Prince had already been playing for a small crowd of journalists and insiders since midnight. Apparently Mumford and Sons were there, too. This wasn’t as much of a secret show as it was an open soundcheck: During the exclusive first half-hour of the show, he was setting levels with the audio guy and warming up. When the public came in, he was ready to go until curfew hit at 1:00 a.m.

Prince and the band were so tight, it’s incredible they’ve only been playing for a year. From the sound of it, Prince has left the sleek, synthetic Minneapolis Sound in the ‘80s and replaced it with a loud, guitar-driven rock sound. It was much more Sly and the Family Stone than the Revolution. All three of his songs, rounded out by a sing-along “I Like It Here” and his new single “Cause and Effect,” were so fast and filled with such urgency they almost sounded like they were going to fall apart. They toed the line in a way only an incredibly well-rehearsed band can.

After introducing the band and bowing out at 1:00 a.m., the audience cheered for an encore like it really was 10,000 and not 300 people. Prince returned a moment later, but not to perform. Curfew had come, he said, and he’d have to pause until Wednesday, when he’d play the Electric Ballroom “a lot earlier and a lot funkier.”

It seems like every proper Minnesotan has a Prince story. They’ve seen him at Uptown bars in the ‘80s, went to high school with him, or saw him dancing through the Minnetonka Byerly’s. Up until now, I didn’t have one. Now that I’ve moved 4,000 miles away, I finally got one: I spent literally every penny in my pocket to get the cab to Camden on a moment’s notice to see Prince play an after-hours show for 300 people. Not a bad Tuesday night.

Alex Christensen is a London-based grad student, writer, and native Minneapolitan. You can find him on Twitter at @alxchrstnsn.