The Backstreet Boys singer, whose younger sibling Leslie died of a suspected drugs overdose last week, told a packed audience that he was dedicating 'Falling Down' to her.
He said: "I've never done this before and I never thought I'd ever have to, but I'd like to dedicate this song to my sister."
He told the crowd: "Let's celebrate her life."
A friend of Carter's told People that he was surprised the singer had carried on with the show following Leslie's death on Tuesday.
"He said he didn't want to talk to anyone before the show, but to make sure I come backstage after. He hasn't talked to me about it yet but he seems fine," the source said.