'Glee' Star Dianna Agron -- Radio Silence After Cory Monteith Tribute

There were no words ... "Glee" star Dianna Agron refused to answer questions about Cory Monteith's death Saturday ... this just moments after leaving a concert dedicated to her fallen co-star.

Our photog spotted Dianna -- who played one of Cory's love interests on the show -- leaving the Roxy in L.A. She had been there with fellow "Glee" kids Kevin McHale and Jenna Ushkowitz to watch co-star Chord Overstreet perform.

Before the show started, Chord dedicated the gig to Cory, reportedly shouting out "I love you buddy." He then sang "Billionaire" ... one of the first songs he performed with Cory on "Glee".