Perrie, 22, and the rest of Little Mix were performing some new material during an appearance on NBC's 30 Rock Stage for AOL when she broke down in tears.
Thankfully, Leigh-Anne Pinnock, Jade Thirlwall and Jesy Nelson were there to comfort their friend and immediately wrapped her in a hug.
Former One Direction singer Zayn, also 22, ended his three-year engagement to Perrie last month with a single text.
Since then there have been many reports of him moving on with other women, and he even slated Little Mix's new single Black Magic on Twitter.
Perrie has so far remained tight-lipped over the split, other than to reassure fans that she is keeping her head up, but emotional new track The End clearly made her crack.
Fans in the crowd ensured Perrie that they understood by shouting out: "We love you, Perrie!"
And Jesy tried to diffuse the situation, telling them: "It's been a long day and we've had no sleep. So I think this is why this is has happened. We're just very emotional."
While Little Mix are in America promoting their new album, Perrie's mum Deborah had to see her little girl in a state on social media.
She wrote: "It's times like this I want to give my baba a hug xx Love you Perrie xx [sic]."