West is engaged to Kardashian's sister Kim, who also attended the show.
UsMagazine.com said Monday night's concert was Kardashian and Odom's first public outing together in months.
E! News reported last month Khloe Kardashian and Odom spent their fourth wedding anniversary apart, amidst rumors saying Kardashian had thrown her husband out of the marital home because of his drug use.
The couple tied the knot Sept. 27, 2009, after a whirlwind courtship.
Odom, a professional basketball player, was arrested in August for allegedly driving under the influence of drugs and/or alcohol. He was suspended by the NBA twice in 2001 for violating the league's drug policy for using marijuana.