The "Glee" actor and singer embodied a 1960s Motown look as she performed her new single, "A Moment," dedicated to the memory of her late co-star.
The couple reportedly named their son Ever Leo.
"This is so unfair … there’s not enough words to express the hole left in everyone’s hearts,” he wrote.
"To see her sitting with her baby really just gets me," the Broadway actor and singer said in an emotional tribute to her former co-star.
Rivera's body was found on the seventh anniversary of Monteith's death from an accidental overdose.
Naya Rivera, who played cheerleader Santana on the Fox show, is missing after going out for a boat ride with her 4-year-old son.
Authorities in California said they are presuming the actor drowned and that a search and recovery operation is underway.
The actor said she was honored to be a part of the special moment.
The actor and singer acknowledged she'd "acted in ways that hurt other people" after Samantha Marie Ware accused her of making the show "a living hell."
The actor faced up to seven years in prison.