The reunited band kicked off their first big road trek in two years by hitting the stage in Morrison, a venue a mile above sea level.
The thin air caused Weiland to wheeze after rocking out to old hits like Plush, Between the Lines and Cinnamon. Taking a quick break, he told the crowd, "The altitude in this place is very interesting."
But Weiland refused to let the altitude problem slow him down and he later launched into a cover of Led Zeppelin's Dancing Days, reports RollingStone.com.
He said, "We haven't played this since 1995, but that doesn't date us because we didn't write it."
Stone Temple Pilots covered the track for the 1995 album Encomium: A Tribute to Led Zeppelin, which featured a variety of artists including Duran Duran, Sheryl Crow and Tori Amos singing their versions of the British rock icons' hits.
The band is currently touring in support of their eponymous sixth studio album, which was released in May. They reunited in 2008 after Weiland quit Velvet Revolver, five years after originally splitting in 2003.