The concert was live-streamed and the band's social media used the hashtag #MakeChesterProud.
"I don't know what's gonna happen with this song", he said.
"Have I been lost all along/ Was there something I could say/ Or something I should have done". Artists including Metallica, Paul McCartney and Jared Leto also recorded video messages for Chester.
Linkin Park have paid tribute to Chester.
In the coming weeks, Talinda Bennington will be rolling out an initiative called 320, after Chester's birthday - March 20. "It is my mission to make it easier for people to have access to mental health resources". Blink-182, who were supposed to join Linkin Park for two shows on their summer tour, performed their song "I Miss You" and LP's "What I've Done".