Jackson took to the stage in London on Thursday and performed their 1995 song Scream as the video of Michael Jackson played and his voice filled Royal Albert Hall.
Speaking to radio station Heart FM, she said: “It’s therapeutic, you know and it makes me smile inside. I mean the energy of the song is fierce but makes it makes me smile inside when I hear him, when I hear his voice.”
It was the two-year anniversary of the “Thriller” singer’s death last Saturday.
Paying tribute to her brother at the end of her show, Jackson flashed childhood pictures of the siblings on a screen while she performed.