An amateur videographer posted the moment from the Olympic Stadium arena on YouTube.
"You excited? Happy? You know my song 'Baby,' right? You want to help me sing it?" Bieber says to the girl wearing a white knit cap after hugging her.
"Who wants to be my baby?" he says to a cheering audience, then takes the girl onstage and dances with her as he performs "Baby."
The Tuesday concert was followed by one in Istanbul, Turkey, Thursday in which the 19-year-old pop musician paused twice to honor the Islamic call to prayer, adhan.
Fans were "shocked" and "delighted" by Bieber's decision to honor the Muslim tradition, E! Online reported.
One fan wrote on Twitter, "Arab artists DON'T stop there shows...Go Justin. BieberStops Turkey Concert 2 Honor Muslim Prayer Call."
Another fan wrote, "The fact that Justin Bieber stopped his show in Turkey for the adhan when Muslim artists don't even do that is really commendable."
After the show, Justin's Twitter message was: "Turkey was right. 4 more shows to go. Dubai is next. #believetour."
Bieber will perform at The Sevens rugby stadium in Dubai, United Arab Emirates, Saturday and Sunday.