The singer, who was headlining the Mohegan Sun Arena's 15th anniversary celebration, apparently started crying while singing 'One Love' and ran off stage.
According to Radar Online, she told the audience: "[This is] the first song I wrote about love. What is love? As the last song I wrote about love, a lot has changed since then."
Lopez is said to have been joined on stage by dancers who were lookalikes of her previous lovers P Diddy, Cris Judd and Ben Affleck. The men were joined by female dancers who recreated Lopez's look from each period of time.
A fourth pair of dancers re-enacted Lopez's American Idol performance with Marc Anthony, which occurred back in May shortly before the couple announced their split.
"At the end of the song she started sobbing and had to take a few moments to keep it together," an onlooker told the website.
"She held it together for one song but then ran off stage crying. She only sang a few more songs and she was obviously out of it. Everyone was so sad for her. It was really dramatic."
Lopez was most recently romantically linked with actor Bradley Cooper.
Watch Jennifer Lopez in her video for 'Papi' below: