The Killers front-man will be releasing his debut album Flamingo, and likened it to adultery.
“I feel disloyal, it’s like cheating on my wife,” he told The Sun.
The singer played a ten song set in his hometown of Las Vegas, including tracks Crossfire and On The Floor.
He dedicated new song Had Enough to his wife Tana, saying: “This is about the more romantic side of things.”
Flamingo is due to be released on 8th September.