Niall Horan, Liam Payne, Harry Styles and Louis Tomlinson confidently performed at the MGM Grand at Foxwoods Resort and Casino in Connecticut minus their boyband pal.
Zayn, 19, flew home on Wednesday following news of the sudden death of his aunt.
He is expected to rejoin the tour at a later date, after spending some time with his family and attending the funeral.
Splash Bandmate Harry Styles tweeted:
"Zayn has suffered a loss in his family & has had to go home for a few days so won't be at our next shows in the US. "Our thoughts are with him and his family at this sad time."
The message was retweeted by bandmates Louis Tomlinson, Niall Horan and Liam Payne.
And support from One Direction's huge fan base started to flood in for the bereaved star.
One anecdote he retweeted read: "God has no Phone, but I talk to him. He has no Facebook, but he is still my friend. He does not have a twitter, but I still follow him. "
One Direction are on tour in the states as a support act for fellow boyband Big Time Rush.
You can watch the videos of the band singing Zayn's bits, here.