Kjell Lindgren played Amazing Grace on the pipes after recording a message about research scientist Victor Hurst, who was involved in astronaut training.
It is thought to be the first time that bagpipes have been played in space.
They were made for Mr Lindgren by McCallum Bagpipes at the company's factory in Kilmarnock, Ayrshire.
Kenny Macleod, who works at McCallum Bagpipes, told BBC Scotland the 42-year-old astronaut had got in touch two years ago to say he was going to the space station and wanted to play the pipes while he was there.
"He wondered if it was feasible to play bagpipes," he said.
"They're made of plastic - they're just easier to keep clean and to make sure they're not contaminated. They're also lighter."
In the video, Mr Lindgren is seen to give the pipes a punch before he starts playing. Mr Macleod said it was normal for pipers to massage the bag to get the air flowing, "but not quite as vigorously as that".
"The thing about bagpipes is that they're very difficult to play at high altitude because the air is that bit thinner. They're quite hard to blow so he's done well," he added.
There are six astronauts currently in space on the 45th expedition to the International Space Centre.
In a video recorded in the last few days, Mr Lindgren said all of them had come into contact with Dr Hurst during their training and were "shocked and saddened" to hear about his death.
Dr Hurst worked for US engineering company Wyle Science as a research scientist and instructor. He died suddenly in October, aged 48.
Nasa flight engineer Mr Lindgren said: "He always had a quick smile, a kind word. I don't know if anyone was more enthusiastic and professional about being involved in human space flight."
A US astronaut has played a set of Scottish-made bagpipes on the International Space Station to pay tribute to a colleague who died.