Bobby Brown: "I Will Always Love You, Whitney"

Ex-husband chokes up during New Edition concert just hours after learning of shocking death

All Bobby Brown knew to do was go on with his show. And he could barely keep himself together.

The singer, who spent 15 often rocky years married to Whitney Houston before she divorced him in 2007, learned of her stunning death Saturday afternoon just before he and his reunited New Edition mates were scheduled to perform in Southaven, Miss.

"They are all together doing the absolute best they can to keep him together," a band insider told E! News. "It's beyond crazy."

And Brown shared his emotions with the crowd.

"First of all, I want to tell you that I love you all," said Brown, who has since become engaged to his manager, Alicia Etheridge, with whom he has a young son.

"Second, I would like to say, 'I love you, Whitney.' The hardest thing for me to do is to come on this stage.

"Just say a prayer for my daughter, say a prayer for her mother, and if you find the time please say a prayer for me because I am going to need it."

The group even played Houston's "You Give Good Love" during an intermission, provoking a standing ovation from the sold-out crowd.