The tour, which began Saturday night, is to support Mars' second album, "Unorthodox Jukebox."
USA Today said he is to perform in Philadelphia Monday and Boston Wednesday.
Mars, 27, had been keeping a low profile since the aneurysm death this month of his mother, Bernadette Hernandez, at the age of 55.
"So thankful for all the love during the most difficult time in my life," Mars tweeted before starting his tour. "Ill be back on my feet again soon.Thats what mom wants, she told me."