The 22-year-old singer, who was a contestant on "The Voice", was shot by a man when she was signing autographs after a concert.
Gomez, who was a close friend to Grimmie, paid a tribute to young star in the middle of her Miami concert.
"One thing about Christina and her family is that she holds her faith so closely to her. I think it's not about a religion and it's not about good deeds.
"I'm stunned and disgusted and heartbroken that we lost that sweet little girl... Keeping @TheRealGrimmie family in my heart and mind," tweeted Shelton, who is a coach on "The Voice".
Lovato wrote, "#RIPChristina! my thoughts and prayers are with her loved ones..."
"My heart hurts hearing this news... So terrible. Praying for Christina and her family. #prayforchristina," tweeted Nick Jonas.
Another "The Voice" coach, Levine, tweeted, "I'm sad, shocked and confused. We love you so much Grimmie. We are all praying hard that you can pull through this... This just isn't fair."
"Absolutely shocking. My prayers are with you @TheRealGrimmie," wrote Cher Lloyd.
Model Hailey Baldwin posted, "News about Christina Grimmie is beyond saddening. Thoughts go out to her family and friends.
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