The Before Sunset star was promoting Two Days in New York, her fourth film as a director, when she suddenly came down with a paralysing headache - just minutes before her TimesTalk discussion.
Determined to press on, Delpy gladly accepted an audience member's pair of sunglasses to help ease the pain, joking to the crowd, "I feel like Keith Richards."
However, 15 minutes later she slipped the moderator a note announcing her decision to bow out and seek medical attention.
The rest of the panel carried on in Delpy's absence and her representative tells New York Magazine, "She's feeling much better now."
Delpy wasn't the only one with health issues at the Festival - 30 Rock star Tracy Morgan was rushed to a hospital just days prior after suffering from exhaustion and altitude sickness.