According to the Hindustan Times, the actor's attendance at the event, organised by a Pakistan television channel, came under attack from a right wing political group.
In a front-page article on the pro-Shiv Sena newspaper Saamna, the report said: "It is inappropriate for Khan to be part of the event when India is observing the second anniversary of the 26/11 terror attacks."
The central London event scheduled for Sunday evening was cancelled, leaving fans who had paid £100-150 per ticket disappointed.
Prime TV, a Pakistan channel which transmits in the UK and Europe, had been expected to air the show.
The star had faced controversy from another far-right political group in India during promotions for My Name Is Khan.
