What Bobby Brown Did After Whitney's Death...

Despite just learning about his ex-wife's death earlier that day, BOBBY BROWN took the stage with NEW EDITION Saturday night in Mississippi.

But he did recognize Whitney's passing by pointing to the sky and saying, "I would like to say I love you, Whitney."  Here's the video from TMZ.

At the end of the show, he told the crowd, "Just say a prayer for my daughter, say a prayer for her mother, and if you find the time please say a prayer for me because I am going to need it."  Here's the video.

Sources say Bobby broke down several times during the show, and the other members of New Edition would put their arms around him for support.

Although the show went on Saturday night, Bobby has left the tour to get back to Los Angeles to be with his daughter BOBBI KRISTINA. 

Bobby released the following statement . . ."Today my daughter did visit with doctors at Cedars-Sinai Medical Center in Los Angeles.  She has been released and is presently with my family, including her siblings."

"Obviously the death of her mother is affecting her, however, we will get through this tragedy as a family.  Again, I ask for privacy during this time."