The rocker performed with his brothers on their Arizona stop of The Tour on Wednesday.
Joe took the stage alongside his rocker brothers on Wednesday, for his first live show since news of his split from Sophie Turner first broke on Tuesday.
The Jonas Brothers, including Joe and brothers Nick Jonas and Kevin Jonas, began their show at the Footprint Center in Phoenix, Arizona, with a big group hug.
Fans were quick to notice that Joe was not wearing his wedding ring -- just hours after he and Sophie broke their silence and released a joint statement addressing their divorce publicly.
Calling it a "statement from the two of us," it read, "After four wonderful years of marriage we have mutually decided to amicably end our marriage. There are many speculative narratives as to why but, truly this is a united decision and we sincerely hope that everyone can respect our wishes for privacy for us and our children."
During the Jonas Brothers' concert in Austin, Texas on Sunday, fans were quick to notice Joe was still wearing his gold wedding ring, after previously performing without it, and amid reports that he'd hired a divorce lawyer.
The crowd at Wednesday's show went wild for Joe as he stepped out onto stage, and fans were quick to take to social media to share their love and support for the singer during this challenging time in his life.
Fans also noticed that Joe appeared to be crying during his performance of the band's emotional tune "Little Bird."
However, this isn't the first time the song has brought the Jonas Brothers to tears. Joe and Kevin have both performed the deeply personal and powerful song in dedication to fans who have lost loved ones, and the song tugs the band's heartstrings consistently.
In documents obtained by ET earlier this week, Joe filed for divorce in Miami, Florida, on Tuesday, citing that "the marriage between the parties is irretrievably broken."
According to the petition, the couple's two children -- Willa, 3, and a 2-month-old daughter whose name has not yet been revealed -- have been living with Joe in Miami, Florida, and "it is in the best interests of the minor children that the parties have shared parental responsibility." The former couple also have a prenuptial agreement in place.
A source told ET that the British actress and the American musician "have been spending more time apart recently."
"Joe has been busy on tour and spending a lot of time with his family," said the source. "Joe has also been caring for their kids a lot."
The breakup news comes after it was reported that Joe and Sophie sold their residence in Miami, Florida, for $15 million in August.