The theatre was one of the places of the attacks.
The group's visit followed its surprise appearance with Irish rock band U2 at AccorHotels Arena on November 7 night, reported Aceshowbiz.
The band's co-founder Jesse Hughes was seen covering his face with his hand while drummer Julian Dorio wiped his tears during the emotional visit.
The members and crew laid flowers and read in silence messages and notes left by people at a makeshift memorial in front of the Bataclan concert hall.
They thanked U2 for giving them "the opportunity to return to Paris so quickly, and to share in the healing power of rock 'n roll with so many of the beautiful people - nos amis - of this great city.