Costello has had 21 concerts.

Costello is most often considered to be Rock, Punk, Hip Hop, Folk, Singer-Songwriter, Classic Rock, Folk Rock, Punk Rock, New Wave, Mellow Gold, Art Rock, French, Roots Rock, Power Pop, New Wave Pop, Permanent Wave, Pub Rock, Melodic Punk, and French Rap.

The last Costello concert was on October 02, 2021 at Levitt Pavilion Denver in Denver, Colorado, United States. The bands that performed were: Snakehips / Kasbo / Louis Futon / Haywyre / Chet Porter / pluko / Bass Physics / jackLNDN / Lucy Daydream / Shae District / Who's Calling / Laszewo / Costello / Erin Stereo / Musa / Waxcat / LYFTD.

The songs that Costello performs live vary, but here's the latest setlist that we have from the October 15, 2016 concert at Green Dickson Park in Shiner, Texas, United States:

1. Hurry Down Doomsday (The Bugs Are Taking Over)
2. New Lace Sleeves
3. Accidents Will Happen
4. Poison Moon
5. Ascension Day
6. Everyday I Write the Book
7. Shot With His Own Gun
8. No Man's Woman
9. A Face in the Crowd
10. Veronica
11. Watching the Detectives
12. Alison
13. Blame It on Cain
14. Nothing Clings Like Ivy
15. Clown Strike
16. Burn the Paper Down to Ash
17. Vitajex
18. That's Not the Part of Him You're Leaving
19. Sulphur to Sugarcane
20. Walkin' My Baby Back Home
21. Deep Dark Truthful Mirror
22. Side by Side
23. American Mirror
24. I Want You
25. Blood & Hot Sauce
26. (I Don't Want to Go to) Chelsea
27. Down on the Bottom
28. (What's So Funny 'Bout) Peace, Love and Understanding