Burdon, 71, famed for songs such as "The House of the Rising Sun," and "Don't Let Me Be Misunderstood," was due to perform in Israel Aug. 1 along with a local Israeli band Tislam.
Tislam published a statement Tuesday saying Burdon's manager had informed it the singer would not appear, Israel Radio said.
"We are under increasing pressure, including many threatening emails that we are receiving on a daily basis. I wouldn't want to put Eric in any danger," the manager said.
The Israeli group expressed surprise, saying they met with Burdon in Vienna just days ago where he informed them he was under pressure from anti-Israeli activists to cancel the show but intended to perform.
"Everyone needs music and there's no connection to current politics. Everyone has the right to be entertained," The Times of Israel said Burdon told them.
Tislam said the show will go without Burdon.