The singer, who recently announced that she is pregnant, took to the stage in a pair of trainers after her boyfriend refused to let her wear heels.
The Daily Mail quotes her as saying: "Excuse my casual attire but I'm pregnant and this is called the Big Chill.
"I packed high heels but my boyfriend unpacked them. He told me I'm not wearing high heels on stage. So that explains the jeans and lumberjack look."
The performance is expected to be Allen's last after she announced plans to focus on various fashion projects earlier this year.