Linkin Park Live reported that he then played a new song for those who turned up but asked for it not to be recorded.
"I love to make art and I love to make music, and one reason I get to do that is because of you guys. I am just really, really grateful for that," he said.
"I have been writing songs in the moment. As I went on, not every song was a sad song. And they've been about a lot of things. I've started to put them together and it looks like it'll be an album. It isn't an album about grief, but it starts there."
Check out the three videos to accompany his latest EP 'Post Traumatic' below: