It comes just months after 80,000 spectators were forced to flee Rock am Ring in Nuremberg, Germany, over a similar threat.
The group claim they mean no offence, though, and just went for something that sounded #8220;holy#8221;.
When full, the venue holds around a thousand people.
And that news came just weeks after 22 people were killed in a terror attack during a concert at the Manchester Arena.
Event organisers have apologised for the cancellation and posted on Twitter that police warned them of a terror threat.