The Avenue has had 4 concerts.

The Avenue is most often considered to be Rock, Indie Rock, Indie Pop, Blues Rock, Britpop, Tropical House, New French Touch, and Deep Euro House.

The last The Avenue concert was on May 31, 2009 at Adona Music in Harrisonburg, Virginia, United States. The bands that performed were: "Mithosfest" / The Scenic / The Years Gone By / Conditions / Hotspur / The Anytime / Sequoyah Prep School / The Avenue / Secret Ninja Death Squad.

The songs that The Avenue performs live vary, but here's the latest setlist that we have from the May 18, 1983 concert at Rockefeller's in Houston, Texas, United States:

1. Cliffs of Dover
2. Friends
3. Trademark
4. Black Market
5. All I Need
6. Soulful Terrain
7. World That Twilight Hides
8. There Are No Words
9. Stop! In the Name of Love
10. Drum Holiday
11. All Those Days
12. China
13. I'm Trying
14. Manhattan
15. Country Hoedown
16. Special Love
17. Freedom Jazz Dance
18. Dustman
19. Bristol Shore
20. Zap
21. Voodoo Child (Slight Return)