Lewis performed "Don't Let Me Down" at the Rock in Rio festival held in Lisbon on 22 May 2010. The song was included as the second song on the set list of her debut concert tour, called The Labyrinth (2010). It was later included on the DVD release of the tour, "". Lewis performed the song in the first section of the set list, along with "Brave" as the opener, "Better in Time", "Whatever It Takes" and "Take a Bow". Jade Wright for the "Liverpool Echo" wrote that the singer belted out the track. The set was decorated in the style of a castle; acrobats performed as they were hanging from the ceiling on large pieces of fabric while Lewis wore a gold sequined dress and thigh high boots.