The moment occurred after the 42-year-old offered up an acoustic rendition of "If You Had My Love" - after which she shakenly spoke to the sold-out crowd.
Heartfeltly revealing that it was "the first song I wrote about love," Lopez continued, "what is love? As the last song I wrote about love... a lot has changed since then."
Of the scene, a source on-hand told Radar Online, "At the end of the song she started sobbing and had to take a few moments to keep it together. She held it together for one song but then ran offstage crying.
The insider added, "She only sang a few more songs and she was obviously out of it. Everyone was so sad for her. It was really dramatic."
Clearly impressed by J Lo's Mohegan performance, "Glee" star Lea Michele was among the celebrities in attendance.
Of the "American Idol" judge's stage effort, Miss Michele tweeted at show's end, "Omg Jennifer Lopez is seriously AMAZING. She just killed it!!!!! She's gorgeous and so beyond talented!!!"