Wednesday 13th March 2013 by Grace Carroll | Photos by WENN

Tags: Depeche Mode

Depeche Mode performed their latest single 'Heaven' on the David Letterman show last night (12 March). Watch a video of the performance below.

The track is a mournful slow-burner, filled with the band's trademark buzzy synths and moody keyboards. 'Heaven' is the first song released from Depeche Mode's upcoming album Delta Machine - which is the band's first album since 2009 and set to be released later this month.

Speaking about the album, frontman Dave Gahan said, "With this release we’ve completely shifted our idea of how to create an album.

"When we hit a wall where we realize the album is beginning to sound too normal, we'll mess it up and really give it that organic Depeche Mode sound."

The band also took part in a 45 minute webcast, as part of the Live on Letterman series, and played some new songs - including 'Should Be Higher', 'Angel', 'Soothe My Soul' and 'Soft Touch'.

Frontman Dave Gahan recently spoke to Billboard, saying that the band never know if they're going to make another record.

He said, "We never know if we're going to do another record together - we don't really talk about it. We're planning a big tour that is going to go on towards the end of the summer of 2014.

"When I actually think about that now, it sounds daunting, but I want to enjoy it. You never know if there is going to be another one."

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