The band was scheduled to play at Perth Arena Wednesday, kicking off their Australian tour, Watoday.com reported.
"Frontier Touring and Concerts West regret to announce that The Rolling Stones concert in Perth will not be going ahead as scheduled for Wednesday March 19, 2014," tour promoter Frontier posted on its Facebook page. "No further information is available at this time, ticket holders are asked to hold on to their tickets until a further update is available.
Jagger, 70, and Scott, 41, had been dating since he split from his former wife Jerry Hall in 2001.
Scott was found dead in her New York apartment Monday after an apparent suicide.
His spokesman said Jagger is "completely shocked and devastated" by Scott's death.
Jagger is rumored to have left Australia early Tuesday to return to the United States.
Celebrity Families of 2014 [PHOTOS]
S Club 7 to reunite for BBC charity event