Williams, 51, was due to perform at Atakoy Marina in Istanbul on Tuesday, but posted on Instagram to tell fans he was "extremely sorry" to have to cancel the concert.
"City authorities have cancelled the show, in the interests of public safety," he said.
"The last thing I would ever want to do is to jeopardise the safety of my fans - their safety and security come first.
"To everyone in Istanbul who wanted to join the 1.2 million people who have shared this phenomenal tour this year with us, I am deeply sorry. We were so looking forward to this show, but the decision to cancel it was beyond our control."
Williams will perform his smallest ticketed gig, at Camden's Dingwalls venue in London on Thursday, running through his upcoming album Britpop, which is yet to be released, in full, with his first solo LP, Life Thru A Lens.
He began the tour in May, performing in cities including London, Amsterdam, Berlin, Helsinki and Athens.
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