Miranda Lambert's eyes welled up and her voice cracked when the country superstar performed "Over You" during an Illinois concert this weekend.
Audience members, some of whom were also weeping, assisted by singing along.
People magazine reported the singer told fans she was feeling hormonal and had been suffering from cramps.
Drying her eyes, she said, "I told you I was a mess."
Lambert and Shelton were married 2011-15.
Since the split, Lambert has been dating recording artist Anderson East and Shelton has been romantically involved with his fellow "The Voice" coach Gwen Stefani.