The legendary musicians played the Telenor Arena in Oslo, Norway on Monday night, the first stop on their 14-date European tour.
The Rolling Stones were all set to perform in Perth, Australia when Jagger heard of Scott's suicide. He immediately canceled his tour dates in Australia and New Zealand and flew to Los Angeles to be with his family.
"I am still struggling to understand how my lover and best friend could end her life in this tragic way," he wrote on Facebook in March.
"I will never forget her," he said.
Jagger did not mention Scott's death during his two-hour performance, according to Rolling Stone.