"We only have one happy song," Cowboy Junkies singer Margo Timmins told a packed house at the Dakota in Minneapolis on Wednesday night. "And we're not pulling it out tonight."

Timmins has been using that line for years. Because, as she points out, people who come to see Toronto's Cowboy Junkies must like sad songs.

As Elton John assures us, sad songs say so much. Especially when the songs are as melancholy, the lyrics as deep and the vocals as mesmerizing as those created by siblings Margo and Michael Timmins.

The Timminses and their band – brother Peter is on drums, along with bassist Alan Anton and multi-instrumental Jeff Bird – captivated the crowd for two sets and two hours of music in their first Twin Cities appearance since 2013. The rich musical rewards made it worth venturing out during Minnesota's latest April snowstorm.

When Cowboy Junkies first came to the Twin Cities 30 years ago, they were considered new-age country-blues. Over the years, they've been labeled jazz-folk, alt-country, Americana, chill, all kinds of things. Just call them artful and poetic, in the long Canadian tradition of Leonard Cohen and Joni Mitchell, with a little Neil Young mixed in.

The group has grown less hushed over the years, and Margo's voice has expanded beyond the alluring velveteen fog of the early days. In fact, she was downright assertive and dynamic on several tunes on Wednesday.

The opening set focused on material from last year's "All That Reckoning" album, giving Michael Timmins a chance to explore aggressive, almost noisy guitar work more than twice. Also featured was a wonderful older selection, 1990's "Escape Is So Simple," which sounded like a Kris Kristofferson lyric set to a Leonard Cohen tune.

The longer, more diverse second set covered a wide range of material, including two favorites from Cowboy Junkies' 1988 breakthrough album, "The Trinity Session" -- an eight-minute treatment of the Velvet Underground's "Sweet Jane" that was both dreamy and sad at the same time, and "Misguided Angel," a country-tinged lament with Bird's fittingly melancholy mandolin filigree.

Among the other standouts were "Lay It Down," which gave Michael Timmins opportunities to essay different sounds, from Middle Eastern to fuzz tone to trippy psychedelia; a cover of David Bowie's "Five Years," showcasing Margo's feistiest vocal, and an acoustic reading of "Shining Teeth," in which the singer implored to "touch the wounds that have haunted" her beloved, rather than merely seeing the superficiality of his shining teeth.

Ever-chatty Margo recalled Cowboy Junkies' first trip to the Twin Cities, when they'd made a long drive from Memphis, barely arriving at show time at the tiny 7^th Street Entry to play for just a handful of people.

Although this return trip drew a sell-out crowd, Cowboy Junkies were aware of the somewhat challenging circumstances. That's why they closed the night with their "[Bleep], I Hate the Cold," a sassy blues strut, that was apropos for this ridiculously snowy – and cold -- April night.

Who knows? "I Hate the Cold" could end up being the Canadian band's opening song when it performs again at the Dakota at 7 p.m. Thursday.