Bieber then fought back tears, saying, "Grimmie, can you hear me?"
Fans caught the moment on video and have since shared it widely on social media.
Bieber reportedly met Grimmie, who finished third on the sixth season of The Voice in the US and was killed last week, through his ex-girlfriend Selena Gomez, whose stepfather served as the late singer's manager.
Gomez also paid tribute to Grimmie onstage during a Miami tour stop, wiping away tears as she performed a cover of Hillsong song Transfiguration in her late friend's honour (Grimmie supported Gomez on her We Own the Night tour in 2011).
"When she was 14, we met her and my parents and I signed her," Gomez said, her voice cracking with emotion.
"One thing about Christina and her family is that she holds her faith so closely to her. And I think it's not about a religion and it's not about anything or good deeds."
She added: "It's just that she had faith, and I don't really understand how this really happened, but I would like to dedicate this next song to her.
Gomez has since cancelled her own meet and greets with fans over fears for her safety.
Behati and I are absolutely devastated and heartbroken by Christina Grimmie’s death. Our hearts go out to her family pic.twitter.com/y4OMkm0uXu
Grimmie, 22, died after a man shot and killed her while she signed autographs following a performance in Orlando, Florida.
Her Voice coach Adam Levine has since offered to pay for her funeral, while fellow judges Christina Aguilera, Gwen Stefani, Pharrell Williams, and Blake Shelton have offered their condolences on Twitter.
