DMB saxophonist LeRoi Moore passed away Tuesday.

Despite the death of their saxophonist LeRoi Moore, Dave Matthews Band played on Tuesday night, says People mag, honoring the memory of their departed bandmate in concert.

"We all had some bad news today," Matthews told the sold-out Staples center crowd in L.A. "Our good friend LeRoi Moore passed on and gave his ghost up today and we will miss him forever."

The mag says fans hollered out Moore's name during the show, and Matthews told them: "It's easier to leave than be left."