Not a lot of acts go from playing “Saturday Night Live” to the Turf Club stage, with a stop at “A Prairie Home Companion” in between. Margo Price did all that, but she didn’t stop at the stage inside the vintage St. Paul rock club on Thursday night. She also mixed it up on the Turf Club’s dance floor.

The hottest club ticket in local alt-country/Americana circles since fellow twang thoroughbred Sturgill Simpson played the Fine Line in 2014, Price’s long-sold-out St. Paul gig reiterated everything we learned from “Midwest Farmer’s Daughter,” her debut record for Jack White’s Third Man Records.

The 33-year-old native of rural Aledo, Ill., and veteran of the Nashville club scene has a full-throated throwback singing voice uncannily reminiscent of Loretta Lynn, whose signature biographical song is also echoed in Price’s album title. But Price’s songwriting is a lot more edgy and self-incriminating than the country queens of yesteryear. She seems to be the one going to jail, drinking hard and committing adultery in her songs, not the men.

Thursday’s 80-minute performance — booked as a seventh anniversary party for 89.3 the Current’s still-rock-solid “United States of Americana” show — revealed some of her other key assets, too, including a stellar backing band that could keep pace with Simpson’s renowned unit, plus her discernible amount of durability. She briefly mentioned being sick and drank hot tea throughout the show, not warm whiskey. You never would’ve known anything was off listening to her or watching her in action, though.

Her biggest action came during the pre-encore finale “Hurtin’ (On the Bottle),” when she put down her guitar as the drinking anthem reached a mellow breakdown and then climbed off stage, delivering the rowdy last verse and chorus from the middle of the crowd. Ol’ Loretta never could’ve done that, what with her ornate, billowy gowns.

Price had already done plenty to connect with the audience before that fun moment. Audience members sang along right away in the boot-in-the-face opening fight song “About to Find Out.” If any of them had actually worn boots to the gig they probably would’ve been two-stepping along to the shuffling honky-tonker that came next, “Since You Put Me Down.” And probably every audience member cringed a time or two in “This Town Gets Around,” about her experiences navigating Nashville’s more sexist avenues.

A mid-show solo-acoustic montage highlighted hers and her husband/writing-partner Jeremy Ivey’s lyrical handiwork, starting with the evocatively drawn robbery tale “Pick n’ Save” and culminating in the lengthy folk tune “All American Made.”

“All the Midwest farms are turning into plastic houses,” she sang in the latter, one of several songs to reference hard times from her real-life farm-girl roots.

Price’s choice of poetic cover songs to round out the set list — Merle Haggard’s “Red Bandana,” Rodney Crowell’s “I Ain’t Living Long Like This,” Kris Kristofferson’s “Me and Bobby McGee” and Johnny Cash’s “Big River” (picked for its St. Paul reference) — seemed to underline the idea that she’s a songwriter first and foremost. That, too, was something we already gleaned from her album, but it was nice to get face-to-face confirmation. Very face-to-face, in some fans’ case.