Ticket holders for An Intimate Evening with Liza Minnelli, that was due to play at the Palladium on Sunday (20 September), have been refunded.
The show was due to be presented by veteran entertainer Bruce Forsyth and would have included an in-depth Q&A and a selection of songs. Tickets were priced up to £175.
Minnelli has a long association with the Palladium stretching back to 1964 when she joined her mother in concert. She performed solo concerts at the venue in 1973, 1978 and 1986.
The show was being produced by Rocco Buonvino, who was behind similar events featuring Arnold Schwarzenegger and Sylvester Stallone.
There has been no official statement from producers regarding the cancellation.
A representative of the Cabaret star said: "For months Liza has been preparing for these shows and she was devastated to hear of this unfortunate news. She has always thought of London a second home and will miss seeing her friends and devoted fans."
Minnelli's dates in Sheffield and Glasgow have also been cancelled.