The 'Glee' star and singer admitted it was "awkward" to be performing so soon after the death of his "brother" and co-star Cory, who was found dead in his hotel room in Vancouver, Canada, on Saturday, just hours after returning there alone after a night out with friends.
The 34-year-old newly engaged actor told the audience at the 54 Below club in Manhattan: "You guys came to see a show, I came to perform a show, so that's what we'll do. And we'll do it in Cory's honour."
He also expressed his sadness and offered his condolences to Cory's family and girlfriend Lea Michele, 26, and gave a two-fingered salute before performing the song 'What I did for Love' a cappella, according to the New York Times blog.
Meanwhile, a source close to Cory told E! News that the actor was "super committed" to staying sober since he left rehab in April, after voluntarily checking in to the Betty Ford Clinic, in Rancho Mirage in California, for a month to seek help for his drug addiction.
The insider added: "He was super committed to getting sober. He would say this was his last chance."
The actor previously sought treatment in rehab when he was 19.
An autopsy will be carried out on Cory's body on Monday (15.07.13) to determine how he died but police have ruled out foul play.
His girlfriend of more than one year, Lea, is said to be "completely inconsolable" and "devastated beyond belief".