"Our sympathies to all in Mumbai on the death of Bal Thackeray. We've postponed the concert and new date announced asap (as soon as possible)," the band members conveyed through their official Twitter page.
However, the gig in New Delhi will be held as scheduled.
"Delhi is on tomorrow. Stay tuned for more information and our thoughts are with you all," the message read further.
The band, consisting of trio Axwell, Steve Angello and Sebastian Ingrosso, are here as part of their One Last Tour.
Two other events - one involving megastar Amitabh Bachchan, and another with Aamir Khan - in the city Saturday evening have also been cancelled following the newsbreak.