Ron Miles has a dusty and unvarnished sound on cornet that hints at his Rocky Mountain roots, and unlike your typical high-brass improviser, he hardly ever resorts to flash or big pronouncements. Onstage he’s unhurried, low-key and playing for the audience, yes, but not directly to it.

All of which helped make his quintet’s early set at the Village Vanguard on Saturday night feel comfortable, even familiar, despite it being Miles’s first week leading a band at the storied club — and his shows being the Vanguard’s first after 18 months of lockdown.

There was an air of celebration as the 86-year-old establishment came back to life, but the way to engage with it was seemingly to pick up right where things left off, letting the music do its work.

The tiny white bistro tables and wooden chairs were just as before, knocked closely together between the venue’s obtusely angled walls, all lined with leather benches. The simple laminated drink menus were unchanged, except for a sticker on each one with a handwritten “Modelo” replacing the Stella Artois.

But a big part of the night’s easy, familial feeling came from the fact that the members of Miles’s all-star quintet were all Vanguard regulars. Everyone but the band’s leader had previously headlined at the club in his own right: the pianist Jason Moran, the guitarist Bill Frisell, the bassist Thomas Morgan and the drummer Brian Blade.

Miles, 58, has spent most of his life in Denver and has only recently begun to garner the heavy national attention he was due, and it’s come thanks to this band. He had booked this engagement with the club’s management far in advance, after the quintet had released its debut album but before last year’s equally spellbinding release, “Rainbow Sign.” When the Vanguard decided to align its reopening with Broadway’s, in mid-September, Miles’s became the first date on the schedule that stood.

The cornetist first convened the quintet in 2016 as an extension of a trio that he had long maintained with Blade and Frisell. Everyone in the group spent at least his adolescent years west of the Mississippi River — Louisiana, Texas, Colorado, California — and Miles’s slyly swinging compositions are built perfectly to find the natural simpatico between these musicians. Steeped in American roots music, 1950s cool jazz and the musical openness of Don Cherry, it never feels settled but almost always seems centered on a search for shared comfort.

Appearing onstage with the band just after 8 p.m., Miles allowed a pregnant silence to build before beaming out one evenly held note; Moran responded with a low and cloudy chord, striking it just half a moment behind Miles. Frisell’s guitar, run through reversed effects and sudden loops, added an electric charge to their earth tones.

It was Morgan who started, finally, to set a firm pulse, though he built it in response to Blade’s scattered strokes on the snare and bass drums, which implied a flow. The tune became slowly recognizable as “Like Those Who Dream,” the opener from “Rainbow Sign.” The musicians bent in and out of blues form as they moved into a steady three-beat pattern, and solos folded neatly into composed sections.

The set started with long, expansive renditions of original compositions, and ended with a diptych of short, pithy pieces: a quick-hit take on Lee Konitz’s cool-jazz classic “Subconscious-Lee” and a short version of “The Rumor,” a pool of harmony and tone that serves as the centerpiece of the new album.

Miles knows about fitting his voice into another musician’s band; most of his higher-profile work had been as a side musician, and he makes himself indispensable by paying attention to a group’s entire sound, in the way that a bassist or a pianist might.

He encouraged the same approach from his bandmates here by not only writing to their natural strengths but by presenting each member with a score that shows the entire band’s parts, rather than just their own.

Miles’s skills as an accompanist were in evidence too on Saturday. On “Queen of the South,” another original from the new album with a memorable, folklike melody, after the solo section ended and the band reclined back into the melody, Miles capered happily around it, adding bright coloration and cross-swipes of rhythm.

He followed with “Let’s,” an up-tempo tune by Thad Jones, the trumpeter and Vanguard icon, hoisting up the energy and the tempo but not the volume. Moran stayed out as Frisell improvised, starting with spare gestures and getting more creative, treating his solo like an engine being rebuilt one part at a time. Miles took his own solo quickly off the harmonic map, tugging against whatever structure had set in with the swing feel.

After “Let’s,” Miles took the microphone off its stand for the first and only time that set, and spoke as if this was just a normal night of music in a highly special place. “We are blessed to be here and blessed to be in this hallowed space,” he said. “We’re going to play some more music for you.”

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