It's been a strange and scary ol' week for Lana Del Rey, after a man who posed a 'credible threat' to her was arrested by police outside her gig in Orlando.

Michael Hunt had allegedly made a threat to kidnap and was found with a knife and two tickets to her Orlando gig in his possession when arrested.

The singer later posted an update to Twitter to assure fans that she was okay, and intended to continue her tour in Atlanta the following day.

Now, footage from the Atlanta gig has been shared on social media and it sees Del Rey struggle to keep her emotions in check as she attempted to address her fans.

"After what happened in Orlando, I just really wanted to be here with you guys tonight," she said. "‘I was totally feeling fine and then I just got … a little bit nervous when I got on stage. I just want to say that I’m super happy to be here with you guys. But if I’m a little bit feathery, bear with me."

Watch it below: