In a statement, the group tells TMZ, "We are absolutely shocked and saddened by the sudden and untimely death of our dear sister Whitney. As a group, we are extremely close; when one of us hurts, we all hurt."
Bobby Brown, Whitney's ex-husband and father of her only child, is a member of the band.
They continue, "As much as we are in pain right now, we will continue to draw strength from God, as we support and comfort our brother Bobby, their daughter Bobbi-Christina and Whitney's mother Cissy Houston. Our thoughts and prayers remain with the entire Brown-Houston family today and always."
As TMZ first reported, Brown is with the group in Mississippi where they have a show scheduled this evening. As of now, it will go on as planned.