Malik kicked off his Stairway To The Sky tour in Leeds' O2 Academy on Saturday after rescheduling the original opening dates in Edinburgh due to Payne's funeral on Wednesday.
The singer reunited with his fellow bandmates at the private service in Buckinghamshire to pay their final respects to Payne, following his death aged 31 in Argentina last month.
Images shared on social media from Malik's gig show a message was displayed on a large blue screen behind the singer which said: 'Liam Payne 1993-2024. Love you bro' with a pink heart.
The 31-year-old previously postponed the US leg of his Stairway To The Sky tour over the "heartbreaking loss" of Payne.
He later rescheduled the Edinburgh shows, planned for November 20 and 21, to December due to "unforeseen circumstances".
Following the death of Payne, Malik said he "never got to thank" his fellow bandmate for supporting him through some of the "most difficult" times in his life.
"I lost a brother when you left us and can't explain to you what I'd give to just give you a hug one last time and say goodbye to you properly and tell you that I loved and respected you dearly", he added in a statement shared to Instagram.
View this post on Instagram A post shared by Zayn Malik (@zayn)
"I will cherish all the memories I have with you in my heart forever.
"There is no words that justify or explain how I feel right now other than beyond devastated.
"I hope that wherever you are right now you are good and are at peace and you know how loved you are. Love you bro."
The singer rose to fame alongside Payne, Harry Styles, Louis Tomlinson and Niall Horan when Simon Cowell put them together to form One Direction on The X Factor in 2010.
Malik left One Direction in 2015 before the group went on indefinite hiatus in 2016, with the members all going on to pursue their own solo careers.
Payne died on October 16 of multiple traumas and "internal and external haemorrhage" after falling from a third-floor balcony of the Casa Sur Hotel in Buenos Aires, a post-mortem examination report said.
An investigation has been launched into his death by prosecutors and three people have been charged in connection with the incident.
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