The 75-year-old actor is heartbroken after his daughter Katherine Elizabeth Short died aged 42 on Monday, and the next few shows on The Best of Steve Martin and Martin Short tour will be rescheduled.
The duo were to perform at the Miller High Life Theater on Friday followed by two shows in Minneapolis the following day.
A notice on the theatre website says the show is postponed "due to unforeseen circumstances", and tickets will be honoured for a date to be determined.
The next show still on the schedule seems to be a performance at the DAR Constitution Hall in Washington, DC, on March 13.
In a statement shared with People magazine on Tuesday, the Short family confirmed social worker Katherine - who  was adopted by Short and his late wife of 30 years, Nancy Dolman - died this week at a home in the Hollywood Hills.
"It is with profound grief that we confirm the passing of Katherine Hartley Short," they said.
"The Short family is devastated by this loss, and asks for privacy at this time. Katherine was beloved by all and will be remembered for the light and joy she brought into the world."
Katherine made a conscious effort to keep out of the spotlight during her life, but she still attended some events alongside her father, including the Vanity Fair Oscar Party in February 2011 and the afterparty for The Producers in 2003.
She earned a bachelor's degree in psychology and gender sexuality studies at New York University in 2006, while she achieved a master's in social work from the University of Southern California in 2010.
Katherine worked as a licensed clinical social worker in a private practice.
According to the Los Angeles Times, a law enforcement source said she died by apparent suicide.
Short's wife Nancy - with whom he also adopted Oliver Patrick, 39, and Henry Hayter, 36 - died from ovarian cancer aged 58 in 2010.
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