Jessie was supported by the Lonsdale Boys Club for the gig in London, where she performed a set packed with tracks from her debut album Who You Are.
Amongst the songs performed by the chart topper were her debut single Do It Like A Man and Domino.
It was an emotional gig for Jessie, who had announced on Twitter before hand that it'd be the last time she would be performing some of the tracks.
"Tonight is the last gig for this year where I will be performing a full set of songs from my album 'Who You Are'," Jess told her Twitter followers yesterday evening. "I want to say THANK YOU to every single person who has come to watch me live in the last 2 years to see me sing songs from 'WHO YOU ARE'.
"Your support, generosity, love, banner making, loud cheering, camping outside, screaming, high jumping, singing along to every word, T-shirt wearing, fan book making, laughing to my bad jokes, has NEVER gone unnoticed. The love in my heart for my fans is unconditional."
Browse pictures from Jessie's set below!