It comes after four women alleged sexual assaults between 2006 and 2013 following a joint investigation by The Times, The Sunday Times and Channel 4 Dispatches.
Arriving late to the scheduled show, the 48-year-old performed at Bipolarisation, at the Troubadour Wembley Park theatre in north-west London on Saturday, September 16.
Brand turned up in a black Mercedes 46 minutes late to the sold-out gig, which was due to start at 7pm but did not in fact begin until after 8pm.
Russell Brand speaks to fans following allegations
The venue has a capacity of 2,000 and fans who had not bought valid tickets could be seen before the show begging front-of-house staff to let them in.
Brand’s set was reportedly shorter than the time crowds had waited for it to start, with people seen leaving just an hour and three minutes after it began.
Dressed in white trainers, grey jeans, a black jacket and sunglasses, Brand appeared to briefly address the allegations made against him.
A video from inside the venue shows him being met with cheers before he began his set.
Audience members told the PA news agency Brand expressed his love for the crowd, but told them he hoped they “appreciate” that there were certain things he could not talk about during the show.
According to an audience member, whilst on Stage, Brand also said: “I really appreciate your support. I love you. I want to do a fantastic show for you. I’ve got a lot of things to talk to you about. There are obviously some things that I absolutely can not talk about – and I appreciate that you will understand.”
The comedian made a swift exit from the venue just before 9.40pm.