Elliott had been scheduled to perform Wednesday as part of an international tour.
"We apologize to all the fans of Missy Elliott because of this cancellation," Roberto of Lunar Entertainment, the show's promoter, said Tuesday.
Roberto, who uses a single name like many Indonesians, said ticket holders will get refunds.
The U.S. Embassy (search) issued a statement Friday reminding U.S. citizens to remain aware of the "continued potential for terrorist attacks against Americans or American interests in Indonesia and worldwide."
"A convergence of local and international factors has increased the potential threat," the embassy said.
The embassy cited the continuing trials of Indonesian terror suspects, the country's presidential election campaign, anti-American sentiment stirred up by U.S. actions in Iraq and "information gathered worldwide indicating that terrorist groups contemplate additional attacks."