While singing "Nobody," Gomez became overwhelmed with emotion and was seen mouthing "I'm sorry" to her fans as she struggled to finish the song.
Earlier in the day, the "Same Old Love" singer mourned the loss of her friend on Twitter. "My heart is absolutely broken. I miss you Christina," she captioned a black-and-white photo of herself and Grimmie.
"Words cannot begin to describe the pain I am feeling," Gomez's stepfather Brian Teefey, who was also Grimmie's manager, told PEOPLE in a statement. "I learned this business through the eyes of a father and Christina was like a second daughter to me."
The former Voice contestant was fatally shot by 27-year-old Kevin James Loibl – who was quickly tackled by Grimmie's brother Mark before shooting himself – late Friday after opening for pop-rock band Before You Exit at the Plaza Live in Orlando.