The Jonas Brothers debut their new single, “Listen When Sad,” during their live performances. Billboard and Rolling Stone both report that the song is first heard during the group’s initial Madison Square Garden shows in New York City, where the band shares the track with the audience.

Rolling Stone notes the debut occurs during the group’s “Burning Up Tour: All Over Again” stop at the venue on Thursday night. Billboard specifies that the track is introduced during the first of three shows at Madison Square Garden. Across the two outlets, the core detail is consistent: the new song is unveiled live at the NYC arena during the early part of a multi-night run.