The 24-year-old 'Glee' actor sang Travis McCoy's 'Billionaire' during his show at The Roxy and dedicated it to his co-star who died from an overdose of heroin and alcohol last weekend.
He told the crowd: ''I sang this with Kevin McHale and Cory Monteith. I love you Cory!''
Kevin was in the audience along with other 'Glee' co-stars Dianna Agron, and Jenna Ushkowitz, with a source telling Us Weekly: ''[It was] super-sad. Super sad situation.''
Meanwhile, 'Glee' creator Ryan Murphy has opened up about the struggle to get Cory, 31, clean, revealing his girlfriend Lea Michele, 26, was instrumental in encouraging him to go to rehab in March.
Ryan told TVLine: ''It's just a very tragic thing. It's been a very difficult thing for all of us, including Lea, to love someone who is an addict. It's something all of us have been dealing with for many months. It's a disease and, unfortunately, the disease flared up. As soon as we found out, we staged an intervention with Cory that Lea was 100 per cent running, out of love and trying to get him better, saying, 'Look. Don't worry about your job; you will always have a job. Don't worry about fear. Don't worry about shame. Just worry about getting better and getting stronger...'
''He was like a son to me... He was both very loving and very sweet and also very stubborn. I really expected him to fight me. He wanted to finish those last two episodes of [Season 4], and that's when we found out about the addiction flaring up again and I said, 'F**k no. We're writing you out of these episodes. Your life is more important than any stupid TV show. You're not going to film. You're going to get in a car right now and get help that we have arranged.' I thought he was going to fight me. He said, instead, 'OK, I'm so glad it's over.' He embraced it and went without a fight and got in a car and went to rehab.''
There are currently five separate teams working on 'Game of Thrones' projects at HBO.
She's a big fan of the band and this week she got to perform with them.