Concert-goers confirmed Jagger's comments at the packed show on Wednesday night but said the reaction from the Shanghai audience was muted.
"He didn't play it for shock,'' said Andrew Chin, a local arts writer who attended. "People were just excited to see the Stones.''
China censors content it deems to be politically sensitive or obscene. Authorities have been especially sensitive about live concerts since Bjork chanted "Tibet'' during her song Declare Independence in 2008. China considers Tibet its sovereign territory.
Elton John dedicated a Beijing show to Chinese dissident artist Ai Weiwei in November 2012, provoking condemnation by state-controlled media.
But other classic Stones numbers passed muster, including Street Fighting Man and You Can't Always Get What You Want.
The Rolling Stones will play one show at Auckland's Mt Smart Stadium on April 5.
- AFP